6.68Open7.22Pre Close10 Volume165 Open Interest50.00Strike Price6.68KTurnover76.74%IV0.40%PremiumDec 6, 2024Expiry Date6.46Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.9817Delta0.0136Gamma8.69Leverage Ratio-0.0268Theta0.0028Rho8.53Eff Leverage0.0019Vega