0.70Open0.63Pre Close136 Volume472 Open Interest34.00Strike Price6.67KTurnover33.22%IV0.46%PremiumDec 27, 2024Expiry Date0.41Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.6685Delta0.3602Gamma53.35Leverage Ratio-0.0728Theta0.0017Rho35.66Eff Leverage0.0110Vega