0.30Open0.25Pre Close126 Volume408 Open Interest43.00Strike Price6.85KTurnover15.40%IV0.14%PremiumOct 25, 2024Expiry Date0.57Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.7910Delta0.4390Gamma66.82Leverage Ratio-0.0217Theta-0.0028Rho-52.85Eff Leverage0.0127Vega