3.00Open2.90Pre Close22 Volume1.80K Open Interest44.50Strike Price6.64KTurnover136.75%IV0.07%PremiumDec 13, 2024Expiry Date3.03Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9546Delta0.0561Gamma12.60Leverage Ratio-0.2291Theta-0.0003Rho-12.03Eff Leverage0.0012Vega