0.60Open0.65Pre Close151 Volume115 Open Interest17.00Strike Price6.77KTurnover13.13%IV1.08%PremiumDec 20, 2024Expiry Date0.21Intrinsic Value100Multiplier21DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.7175Delta0.6196Gamma40.51Leverage Ratio-0.0058Theta0.0069Rho29.06Eff Leverage0.0140Vega