34.28Open20.59Pre Close2 Volume2 Open Interest155.00Strike Price6.87KTurnover46.08%IV0.19%PremiumNov 15, 2024Expiry Date34.04Intrinsic Value100Multiplier25DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.9587Delta0.0039Gamma5.42Leverage Ratio-0.0573Theta0.0997Rho5.19Eff Leverage0.0436Vega