11.70Open11.07Pre Close6 Volume717 Open Interest97.50Strike Price7.02KTurnover23.73%IV0.21%PremiumJan 17, 2025Expiry Date11.47Intrinsic Value100Multiplier23DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.9743Delta0.0092Gamma9.23Leverage Ratio-0.0195Theta0.0591Rho9.00Eff Leverage0.0163Vega