0.50Open0.57Pre Close228 Volume1.45K Open Interest23.50Strike Price6.72KTurnover823.07%IV0.86%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.1260Delta1.2905Gamma2331.00Leverage Ratio-64.4786Theta0.0000Rho293.71Eff Leverage0.0000Vega