0.11Open0.08Pre Close356 Volume866 Open Interest6.00Strike Price6.97KTurnover82.76%IV1.95%PremiumJan 10, 2025Expiry Date0.10Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5570Delta1.0851Gamma28.12Leverage Ratio-0.0413Theta-0.0002Rho-15.66Eff Leverage0.0017Vega