0.02Open0.03Pre Close3.67K Volume16.01K Open Interest123.00Strike Price6.77KTurnover132.91%IV14.75%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0116Delta0.0047Gamma4288.40Leverage Ratio-0.1175Theta0.0000Rho49.60Eff Leverage0.0015Vega