6.66Open6.80Pre Close12 Volume1.85K Open Interest70.00Strike Price7.96KTurnover52.66%IV0.56%PremiumJan 17, 2025Expiry Date6.12Intrinsic Value100Multiplier12DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.8128Delta0.0444Gamma9.61Leverage Ratio-0.0615Theta-0.0157Rho-7.81Eff Leverage0.0316Vega