1.38Open3.90Pre Close52 Volume222 Open Interest74.50Strike Price6.77KTurnover64.58%IV0.35%PremiumDec 6, 2024Expiry Date0.71Intrinsic Value100Multiplier1DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.6277Delta0.1629Gamma56.76Leverage Ratio-0.5443Theta0.0010Rho35.63Eff Leverage0.0136Vega