14.15Open14.20Pre Close5 Volume15 Open Interest155.00Strike Price6.77KTurnover88.92%IV8.09%PremiumDec 20, 2024Expiry Date0.05Intrinsic Value100Multiplier22DDays to Expiry12.55Extrinsic Value100Contract SizeAmericanOptions Type0.5490Delta0.0116Gamma11.28Leverage Ratio-0.3152Theta0.0434Rho6.19Eff Leverage0.1514Vega