6.70Open5.56Pre Close3 Volume10 Open Interest30.00Strike Price2.01KTurnover8452.47%IV0.16%PremiumJan 17, 2025Expiry Date6.64Intrinsic Value100Multiplier-2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8484Delta0.0294Gamma4.99Leverage Ratio-388.4786Theta0.0000Rho4.23Eff Leverage0.0002Vega