1.38Open3.90Pre Close52 Volume224 Open Interest74.50Strike Price6.77KTurnover59.97%IV0.35%PremiumDec 6, 2024Expiry Date0.71Intrinsic Value100Multiplier0DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.7038Delta0.2540Gamma77.54Leverage Ratio-0.7273Theta0.0005Rho54.57Eff Leverage0.0078Vega