0.70Open0.63Pre Close136 Volume472 Open Interest34.00Strike Price6.67KTurnover37.12%IV0.46%PremiumDec 27, 2024Expiry Date0.41Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.6671Delta0.3594Gamma53.35Leverage Ratio-0.0920Theta0.0014Rho35.59Eff Leverage0.0099Vega