6.90Open6.70Pre Close3 Volume783 Open Interest95.00Strike Price2.07KTurnover31.75%IV0.45%PremiumDec 20, 2024Expiry Date6.44Intrinsic Value100Multiplier21DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.8261Delta0.0331Gamma13.90Leverage Ratio-0.0564Theta0.0442Rho11.48Eff Leverage0.0627Vega