5.80Open3.80Pre Close11 Volume115 Open Interest95.00Strike Price6.99KTurnover48.82%IV0.51%PremiumDec 20, 2024Expiry Date6.79Intrinsic Value100Multiplier10DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.8138Delta0.0319Gamma13.05Leverage Ratio-0.1176Theta0.0215Rho10.62Eff Leverage0.0462Vega