6.60Open12.00Pre Close10 Volume7 Open Interest330.00Strike Price6.60KTurnover31.14%IV2.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry6.60Extrinsic Value100Contract SizeAmericanOptions Type-0.4354Delta0.0179Gamma44.90Leverage Ratio-0.2494Theta-0.0610Rho-19.55Eff Leverage0.2787Vega