6.68Open7.22Pre Close10 Volume165 Open Interest50.00Strike Price6.68KTurnover81.65%IV0.51%PremiumDec 6, 2024Expiry Date6.40Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.9759Delta0.0162Gamma8.78Leverage Ratio-0.0356Theta0.0028Rho8.57Eff Leverage0.0024Vega