2.46Open2.36Pre Close25.85K Volume11.13K Open Interest139.00Strike Price6.90MTurnover38.12%IV1.58%PremiumDec 6, 2024Expiry Date0.19Intrinsic Value100Multiplier4DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type0.4976Delta0.0702Gamma58.24Leverage Ratio-0.2952Theta0.0077Rho28.98Eff Leverage0.0595Vega