6.70Open6.70Pre Close0 Volume202 Open Interest115.00Strike Price0.00Turnover21.02%IV6.72%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry6.70Extrinsic Value100Contract SizeAmericanOptions Type0.4625Delta0.0699Gamma58.48Leverage Ratio-0.0617Theta0.0286Rho27.05Eff Leverage0.1074Vega