6.60Open6.90Pre Close10 Volume20 Open Interest14.00Strike Price6.62KTurnover130.65%IV-0.14%PremiumDec 20, 2024Expiry Date6.64Intrinsic Value100Multiplier23DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9734Delta0.0389Gamma1.11Leverage Ratio-0.0024Theta-0.0030Rho-1.08Eff Leverage0.0011Vega