0.22Open0.30Pre Close258 Volume557 Open Interest170.00Strike Price6.85KTurnover12.15%IV0.81%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2685Delta0.2030Gamma637.51Leverage Ratio-0.1296Theta0.0028Rho171.16Eff Leverage0.0440Vega