2.27Open2.66Pre Close29 Volume190 Open Interest46.50Strike Price6.81KTurnover49.59%IV0.52%PremiumDec 27, 2024Expiry Date2.12Intrinsic Value100Multiplier3DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.8535Delta0.1207Gamma19.72Leverage Ratio-0.0722Theta-0.0025Rho-16.83Eff Leverage0.0089Vega