5.70Open6.11Pre Close12 Volume67 Open Interest16.00Strike Price6.84KTurnover246.72%IV1.69%PremiumNov 15, 2024Expiry Date5.34Intrinsic Value100Multiplier1DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.9911Delta0.0090Gamma3.99Leverage Ratio-0.0324Theta0.0004Rho3.95Eff Leverage0.0003Vega