0.21Open0.41Pre Close220 Volume4.55K Open Interest97.00Strike Price6.91KTurnover20.45%IV1.87%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.2246Delta0.1637Gamma443.86Leverage Ratio-0.0902Theta0.0019Rho99.67Eff Leverage0.0268Vega