1.38Open3.90Pre Close52 Volume224 Open Interest74.50Strike Price6.77KTurnover64.49%IV0.35%PremiumDec 6, 2024Expiry Date0.71Intrinsic Value100Multiplier0DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.7036Delta0.2539Gamma77.54Leverage Ratio-0.8399Theta0.0004Rho54.55Eff Leverage0.0073Vega