0.03Open0.03Pre Close3.21K Volume4.98K Open Interest11.00Strike Price6.66KTurnover50.17%IV4.36%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0969Delta0.5139Gamma703.33Leverage Ratio-0.0144Theta0.0000Rho68.14Eff Leverage0.0011Vega