3.80Open4.20Pre Close18 Volume1.05K Open Interest75.00Strike Price6.62KTurnover25.51%IV1.74%PremiumDec 20, 2024Expiry Date2.16Intrinsic Value100Multiplier22DDays to Expiry1.34Extrinsic Value100Contract SizeAmericanOptions Type0.7010Delta0.0720Gamma23.38Leverage Ratio-0.0446Theta0.0305Rho16.39Eff Leverage0.0656Vega