6.65Open6.65Pre Close0 Volume710 Open Interest55.00Strike Price0.00Turnover62.00%IV6.73%PremiumDec 20, 2024Expiry Date2.76Intrinsic Value100Multiplier22DDays to Expiry3.89Extrinsic Value100Contract SizeAmericanOptions Type0.6600Delta0.0412Gamma11.33Leverage Ratio-0.0771Theta0.0204Rho7.47Eff Leverage0.0525Vega