1.38Open3.90Pre Close52 Volume222 Open Interest74.50Strike Price6.77KTurnover60.14%IV0.35%PremiumDec 6, 2024Expiry Date0.71Intrinsic Value100Multiplier1DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.6280Delta0.1630Gamma56.76Leverage Ratio-0.4730Theta0.0012Rho35.64Eff Leverage0.0146Vega