3.00Open2.90Pre Close22 Volume2.34K Open Interest44.50Strike Price6.64KTurnover200.01%IV0.07%PremiumDec 13, 2024Expiry Date3.03Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8291Delta0.0857Gamma12.60Leverage Ratio-0.8031Theta-0.0005Rho-10.45Eff Leverage0.0038Vega