1.38Open3.90Pre Close52 Volume222 Open Interest74.50Strike Price6.77KTurnover87.56%IV0.35%PremiumDec 6, 2024Expiry Date0.71Intrinsic Value100Multiplier0DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.6269Delta0.1626Gamma56.76Leverage Ratio-0.9944Theta0.0006Rho35.58Eff Leverage0.0101Vega