0.35Open0.47Pre Close120 Volume527 Open Interest17.00Strike Price6.88KTurnover48.65%IV1.89%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier3DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.5378Delta0.5242Gamma52.12Leverage Ratio-0.0521Theta-0.0007Rho-28.03Eff Leverage0.0062Vega