0.06Open1.10Pre Close380 Volume37 Open Interest2.50Strike Price7.01KTurnover211.77%IV19.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4269Delta0.5071Gamma11.13Leverage Ratio-0.0155Theta0.0002Rho4.75Eff Leverage0.0014Vega