22.05Open22.75Pre Close3 Volume1.71K Open Interest25.00Strike Price6.68KTurnover355.71%IV-0.15%PremiumOct 18, 2024Expiry Date22.57Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9945Delta0.0012Gamma2.11Leverage Ratio-0.0262Theta0.0014Rho2.10Eff Leverage0.0006Vega