4.40Open4.70Pre Close15 Volume1.06K Open Interest85.00Strike Price6.65KTurnover31.26%IV1.79%PremiumJan 17, 2025Expiry Date2.93Intrinsic Value100Multiplier22DDays to Expiry1.57Extrinsic Value100Contract SizeAmericanOptions Type0.6947Delta0.0512Gamma19.33Leverage Ratio-0.0603Theta0.0350Rho13.42Eff Leverage0.0767Vega
103677010 : noted