11.80Open11.95Pre Close6 Volume15 Open Interest120.00Strike Price7.03KTurnover40.08%IV1.38%PremiumJan 17, 2025Expiry Date9.91Intrinsic Value100Multiplier25DDays to Expiry1.79Extrinsic Value100Contract SizeAmericanOptions Type0.8036Delta0.0202Gamma11.10Leverage Ratio-0.0868Theta0.0637Rho8.92Eff Leverage0.0946Vega