6.90Open5.45Pre Close7 Volume30 Open Interest47.00Strike Price4.75KTurnover95.73%IV0.17%PremiumDec 20, 2024Expiry Date6.63Intrinsic Value100Multiplier23DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.6900Delta0.0362Gamma4.89Leverage Ratio-0.0703Theta-0.0197Rho-3.38Eff Leverage0.0362Vega