3.70Open2.96Pre Close25 Volume120 Open Interest102.00Strike Price6.86KTurnover44.18%IV0.01%PremiumDec 20, 2024Expiry Date2.48Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9741Delta0.0501Gamma39.97Leverage Ratio-0.1083Theta-0.0006Rho-38.93Eff Leverage0.0017Vega