0.15Open0.21Pre Close1.42K Volume4.26K Open Interest44.00Strike Price6.70KTurnover29.57%IV3.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0621Delta0.1307Gamma1696.80Leverage Ratio-0.0215Theta0.0001Rho105.45Eff Leverage0.0039Vega