5.80Open6.39Pre Close12 Volume1.55K Open Interest25.00Strike Price6.96KTurnover49.52%IV0.82%PremiumDec 20, 2024Expiry Date5.55Intrinsic Value100Multiplier19DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9684Delta0.0206Gamma5.41Leverage Ratio-0.0091Theta0.0124Rho5.24Eff Leverage0.0049Vega