5.75Open4.50Pre Close14 Volume25 Open Interest31.00Strike Price6.63KTurnover90.04%IV4.38%PremiumDec 20, 2024Expiry Date3.01Intrinsic Value100Multiplier20DDays to Expiry1.49Extrinsic Value100Contract SizeAmericanOptions Type0.7105Delta0.0475Gamma7.47Leverage Ratio-0.0640Theta0.0108Rho5.31Eff Leverage0.0274Vega