11.40Open9.15Pre Close6 Volume78 Open Interest205.00Strike Price6.79KTurnover42.07%IV0.13%PremiumSep 27, 2024Expiry Date10.96Intrinsic Value100Multiplier4DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.8907Delta0.0228Gamma17.13Leverage Ratio-0.1710Theta-0.0149Rho-15.26Eff Leverage0.0378Vega