34.05Open56.60Pre Close2 Volume4 Open Interest1790.00Strike Price6.77KTurnover35.91%IV1.50%PremiumDec 20, 2024Expiry Date6.72Intrinsic Value100Multiplier4DDays to Expiry26.88Extrinsic Value100Contract SizeAmericanOptions Type0.5526Delta0.0059Gamma59.01Leverage Ratio-3.7511Theta0.1025Rho32.60Eff Leverage0.7333Vega