3.50Open3.30Pre Close16 Volume166 Open Interest110.00Strike Price6.66KTurnover36.81%IV3.17%PremiumDec 20, 2024Expiry Date0.94Intrinsic Value100Multiplier23DDays to Expiry3.46Extrinsic Value100Contract SizeAmericanOptions Type-0.5085Delta0.0396Gamma26.28Leverage Ratio-0.0814Theta-0.0330Rho-13.36Eff Leverage0.1098Vega