0.45Open0.66Pre Close217 Volume773 Open Interest5.50Strike Price6.64KTurnover107.56%IV2.90%PremiumJan 10, 2025Expiry Date0.01Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.5253Delta1.0271Gamma34.44Leverage Ratio-0.0621Theta0.0001Rho18.09Eff Leverage0.0014Vega