6.75Open6.75Pre Close0 Volume345 Open Interest115.00Strike Price0.00Turnover23.37%IV3.38%PremiumJan 17, 2025Expiry Date2.96Intrinsic Value100Multiplier24DDays to Expiry3.79Extrinsic Value100Contract SizeAmericanOptions Type-0.6471Delta0.0574Gamma26.36Leverage Ratio-0.0451Theta-0.0391Rho-17.06Eff Leverage0.1057Vega