0.31Open0.36Pre Close214 Volume560 Open Interest95.00Strike Price6.77KTurnover55.47%IV7.43%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1262Delta0.0403Gamma281.62Leverage Ratio-0.1300Theta0.0012Rho35.54Eff Leverage0.0192Vega