6.25Open5.81Pre Close11 Volume101 Open Interest53.00Strike Price6.89KTurnover64.83%IV-0.09%PremiumNov 29, 2024Expiry Date6.32Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9763Delta0.0162Gamma9.34Leverage Ratio-0.0305Theta0.0041Rho9.12Eff Leverage0.0030Vega