0.35Open0.46Pre Close207 Volume445 Open Interest9.00Strike Price6.86KTurnover74.80%IV1.62%PremiumDec 27, 2024Expiry Date0.27Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6752Delta0.5424Gamma22.07Leverage Ratio-0.0390Theta0.0005Rho14.90Eff Leverage0.0032Vega