8.50Open6.69Pre Close7 Volume70 Open Interest377.50Strike Price6.96KTurnover52.00%IV1.05%PremiumNov 8, 2024Expiry Date5.87Intrinsic Value100Multiplier3DDays to Expiry4.03Extrinsic Value100Contract SizeAmericanOptions Type0.6438Delta0.0213Gamma37.13Leverage Ratio-1.2998Theta0.0182Rho23.90Eff Leverage0.1253Vega