34.05Open56.60Pre Close2 Volume4 Open Interest1790.00Strike Price6.77KTurnover38.11%IV1.50%PremiumDec 20, 2024Expiry Date6.72Intrinsic Value100Multiplier3DDays to Expiry26.88Extrinsic Value100Contract SizeAmericanOptions Type0.5520Delta0.0059Gamma59.01Leverage Ratio-4.2439Theta0.0912Rho32.57Eff Leverage0.6923Vega