34.50Open18.50Pre Close2 Volume11 Open Interest377.50Strike Price6.80KTurnover68.22%IV0.64%PremiumNov 29, 2024Expiry Date30.83Intrinsic Value100Multiplier2DDays to Expiry2.62Extrinsic Value100Contract SizeAmericanOptions Type0.9292Delta0.0061Gamma12.90Leverage Ratio-0.5824Theta0.0223Rho11.99Eff Leverage0.0443Vega