1.38Open3.90Pre Close52 Volume222 Open Interest74.50Strike Price6.77KTurnover71.17%IV0.35%PremiumDec 6, 2024Expiry Date0.71Intrinsic Value100Multiplier1DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.6274Delta0.1628Gamma56.76Leverage Ratio-0.6595Theta0.0009Rho35.61Eff Leverage0.0124Vega