0.30Open0.25Pre Close223 Volume1.55K Open Interest3.50Strike Price6.68KTurnover74.76%IV7.30%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier23DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.5789Delta0.5850Gamma11.87Leverage Ratio-0.0059Theta0.0011Rho6.87Eff Leverage0.0035Vega