0.44Open0.36Pre Close128 Volume182 Open Interest4.50Strike Price6.83KTurnover130.89%IV0.61%PremiumNov 15, 2024Expiry Date0.38Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8569Delta0.5853Gamma11.90Leverage Ratio-0.0285Theta0.0001Rho10.20Eff Leverage0.0007Vega