0.55Open0.40Pre Close77 Volume1.82K Open Interest63.00Strike Price6.76KTurnover26.96%IV0.32%PremiumDec 20, 2024Expiry Date0.85Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6887Delta0.2181Gamma54.04Leverage Ratio-0.0834Theta-0.0036Rho-37.22Eff Leverage0.0214Vega