6.80Open6.80Pre Close0 Volume1 Open Interest32.50Strike Price0.00Turnover108.71%IV9.17%PremiumJan 17, 2025Expiry Date3.50Intrinsic Value100Multiplier7DDays to Expiry3.30Extrinsic Value100Contract SizeAmericanOptions Type0.7796Delta0.0557Gamma8.47Leverage Ratio-0.1219Theta0.0044Rho6.60Eff Leverage0.0145Vega