11.30Open11.30Pre Close6 Volume0 Open Interest30.00Strike Price6.85KTurnover71.02%IV0.05%PremiumAug 16, 2024Expiry Date11.54Intrinsic Value100Multiplier25DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9684Delta0.0092Gamma3.54Leverage Ratio-0.0148Theta0.0196Rho3.42Eff Leverage0.0077Vega