6.38Open7.49Pre Close12 Volume16 Open Interest105.00Strike Price6.86KTurnover26.42%IV0.36%PremiumDec 20, 2024Expiry Date4.59Intrinsic Value100Multiplier8DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.8679Delta0.0489Gamma21.96Leverage Ratio-0.0667Theta0.0206Rho19.06Eff Leverage0.0354Vega