0.16Open0.26Pre Close723 Volume12.35K Open Interest2.50Strike Price7.07KTurnover192.61%IV1.22%PremiumSep 27, 2024Expiry Date0.04Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.5712Delta2.1508Gamma25.89Leverage Ratio-0.0676Theta0.0000Rho-14.79Eff Leverage0.0004Vega