9.40Open5.61Pre Close7 Volume2 Open Interest43.50Strike Price6.70KTurnover247.35%IV3.52%PremiumNov 1, 2024Expiry Date7.94Intrinsic Value100Multiplier1DDays to Expiry1.81Extrinsic Value100Contract SizeAmericanOptions Type0.9398Delta0.0207Gamma6.35Leverage Ratio-0.4490Theta0.0008Rho5.97Eff Leverage0.0028Vega