5.80Open6.39Pre Close12 Volume1.55K Open Interest25.00Strike Price6.96KTurnover48.34%IV0.82%PremiumDec 20, 2024Expiry Date5.55Intrinsic Value100Multiplier19DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9694Delta0.0203Gamma5.41Leverage Ratio-0.0087Theta0.0128Rho5.24Eff Leverage0.0049Vega
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