0.80Open0.25Pre Close132 Volume311 Open Interest120.00Strike Price6.66KTurnover36.34%IV8.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.0724Delta0.0249Gamma636.46Leverage Ratio-0.0538Theta0.0015Rho46.08Eff Leverage0.0210Vega