0.05Open0.03Pre Close1.47K Volume33.00K Open Interest2.50Strike Price6.79KTurnover74.03%IV20.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0862Delta0.5911Gamma208.00Leverage Ratio-0.0019Theta0.0001Rho17.92Eff Leverage0.0006Vega