0.55Open0.40Pre Close77 Volume1.82K Open Interest63.00Strike Price6.76KTurnover26.04%IV0.32%PremiumDec 20, 2024Expiry Date0.85Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6881Delta0.2181Gamma54.04Leverage Ratio-0.0770Theta-0.0039Rho-37.19Eff Leverage0.0222Vega