6.70Open3.07Pre Close2 Volume84 Open Interest120.00Strike Price1.34KTurnover36.10%IV2.36%PremiumJan 17, 2025Expiry Date3.78Intrinsic Value100Multiplier6DDays to Expiry2.92Extrinsic Value100Contract SizeAmericanOptions Type0.7595Delta0.0540Gamma26.34Leverage Ratio-0.1616Theta0.0148Rho20.00Eff Leverage0.0497Vega