0.05Open0.06Pre Close1.07K Volume1.89K Open Interest2.00Strike Price6.61KTurnover341.08%IV89.19%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2923Delta0.4640Gamma11.10Leverage Ratio-0.0092Theta0.0001Rho3.25Eff Leverage0.0007Vega