0.25Open0.22Pre Close538 Volume1.27K Open Interest39.00Strike Price6.67KTurnover383.11%IV26.42%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0394Delta0.0215Gamma514.83Leverage Ratio-0.3886Theta0.0000Rho20.30Eff Leverage0.0009Vega