22.55Open22.80Pre Close3 Volume9 Open Interest105.00Strike Price6.77KTurnover707.64%IV-0.23%PremiumDec 27, 2024Expiry Date22.85Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9778Delta0.0042Gamma5.61Leverage Ratio-4.3173Theta0.0002Rho5.48Eff Leverage0.0010Vega