1.30Open0.95Pre Close56 Volume965 Open Interest15.00Strike Price6.86KTurnover62.62%IV3.89%PremiumDec 20, 2024Expiry Date0.70Intrinsic Value100Multiplier23DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type0.6504Delta0.1502Gamma11.42Leverage Ratio-0.0211Theta0.0056Rho7.43Eff Leverage0.0146Vega