66.55Open64.32Pre Close1 Volume123 Open Interest175.00Strike Price6.66KTurnover533.61%IV0.04%PremiumSep 20, 2024Expiry Date66.46Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9971Delta0.0003Gamma3.63Leverage Ratio-0.6092Theta0.0009Rho3.62Eff Leverage0.0005Vega