67.74Open56.26Pre Close1 Volume72 Open Interest920.00Strike Price6.77KTurnover65.30%IV0.13%PremiumDec 6, 2024Expiry Date66.41Intrinsic Value100Multiplier2DDays to Expiry1.33Extrinsic Value100Contract SizeAmericanOptions Type0.9271Delta0.0028Gamma14.56Leverage Ratio-1.4187Theta0.0483Rho13.50Eff Leverage0.1032Vega