0.64Open1.30Pre Close76 Volume2.42K Open Interest45.00Strike Price6.64KTurnover69.07%IV9.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.2305Delta0.0525Gamma59.05Leverage Ratio-0.0811Theta-0.0033Rho-13.61Eff Leverage0.0255Vega