2.68Open2.15Pre Close56 Volume273 Open Interest55.00Strike Price6.81KTurnover32.16%IV1.28%PremiumDec 27, 2024Expiry Date0.44Intrinsic Value100Multiplier4DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type0.6080Delta0.2123Gamma56.86Leverage Ratio-0.1030Theta0.0034Rho34.57Eff Leverage0.0216Vega