6.70Open5.21Pre Close10 Volume19 Open Interest37.00Strike Price6.70KTurnover215.95%IV0.14%PremiumSep 20, 2024Expiry Date6.64Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9475Delta0.0233Gamma6.47Leverage Ratio-0.2774Theta0.0008Rho6.13Eff Leverage0.0023Vega