0.02Open0.02Pre Close2.12K Volume2.59K Open Interest18.50Strike Price6.85KTurnover23.24%IV2.58%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.1337Delta0.4894Gamma632.33Leverage Ratio-0.0125Theta-0.0002Rho-84.52Eff Leverage0.0041Vega