5.80Open3.80Pre Close11 Volume115 Open Interest95.00Strike Price6.99KTurnover47.49%IV0.51%PremiumDec 20, 2024Expiry Date6.79Intrinsic Value100Multiplier11DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.8145Delta0.0319Gamma13.05Leverage Ratio-0.1117Theta0.0226Rho10.63Eff Leverage0.0472Vega