5.80Open6.39Pre Close12 Volume1.55K Open Interest25.00Strike Price6.96KTurnover45.90%IV0.82%PremiumDec 20, 2024Expiry Date5.55Intrinsic Value100Multiplier21DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9716Delta0.0194Gamma5.41Leverage Ratio-0.0079Theta0.0137Rho5.25Eff Leverage0.0047Vega
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