11.70Open11.07Pre Close6 Volume717 Open Interest97.50Strike Price7.02KTurnover24.33%IV0.21%PremiumJan 17, 2025Expiry Date11.47Intrinsic Value100Multiplier22DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.9726Delta0.0096Gamma9.23Leverage Ratio-0.0203Theta0.0577Rho8.98Eff Leverage0.0170Vega