2.35Open3.22Pre Close33 Volume1.34K Open Interest48.00Strike Price6.64KTurnover82.78%IV1.52%PremiumDec 20, 2024Expiry Date1.30Intrinsic Value100Multiplier3DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.6584Delta0.0972Gamma22.67Leverage Ratio-0.2439Theta0.0026Rho14.92Eff Leverage0.0168Vega