6.40Open5.45Pre Close10 Volume182 Open Interest106.00Strike Price6.86KTurnover58.76%IV0.22%PremiumNov 29, 2024Expiry Date6.69Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.9136Delta0.0344Gamma14.50Leverage Ratio-0.1240Theta-0.0049Rho-13.25Eff Leverage0.0125Vega