1.75Open1.95Pre Close56 Volume261 Open Interest428.00Strike Price6.70KTurnover15.00%IV1.13%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.1581Delta0.0544Gamma1168.92Leverage Ratio-0.2921Theta-0.0030Rho-184.82Eff Leverage0.0713Vega