5.35Open5.20Pre Close13 Volume19 Open Interest75.00Strike Price6.96KTurnover43.50%IV0.73%PremiumDec 20, 2024Expiry Date4.77Intrinsic Value100Multiplier16DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.7730Delta0.0419Gamma13.52Leverage Ratio-0.0763Theta0.0240Rho10.45Eff Leverage0.0499Vega