6.90Open6.90Pre Close0 Volume781 Open Interest105.00Strike Price0.00Turnover32.87%IV0.89%PremiumJan 17, 2025Expiry Date6.02Intrinsic Value100Multiplier9DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type-0.8618Delta0.0446Gamma15.71Leverage Ratio-0.0521Theta-0.0168Rho-13.54Eff Leverage0.0350Vega