11.94Open11.65Pre Close6 Volume1.54K Open Interest70.00Strike Price6.88KTurnover41.19%IV0.27%PremiumJan 17, 2025Expiry Date11.08Intrinsic Value100Multiplier13DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.9746Delta0.0094Gamma7.21Leverage Ratio-0.0217Theta0.0240Rho7.02Eff Leverage0.0090Vega