3.40Open3.50Pre Close20 Volume36 Open Interest21.00Strike Price6.80KTurnover29.96%IV2.19%PremiumDec 20, 2024Expiry Date2.88Intrinsic Value100Multiplier11DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.9940Delta0.0137Gamma8.16Leverage Ratio-0.0033Theta0.0063Rho8.11Eff Leverage0.0007Vega