66.55Open64.32Pre Close1 Volume123 Open Interest175.00Strike Price6.66KTurnover747.12%IV-0.27%PremiumSep 20, 2024Expiry Date67.21Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9945Delta0.0005Gamma3.60Leverage Ratio-1.9509Theta0.0005Rho3.58Eff Leverage0.0007Vega