0.01Open0.01Pre Close4.67K Volume14.50K Open Interest2.50Strike Price6.70KTurnover182.51%IV17.84%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0917Delta0.6706Gamma213.00Leverage Ratio-0.0097Theta0.0000Rho19.54Eff Leverage0.0002Vega