8.30Open6.50Pre Close6 Volume17 Open Interest537.50Strike Price6.81KTurnover36.15%IV0.03%PremiumDec 6, 2024Expiry Date12.45Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.8205Delta0.0186Gamma39.42Leverage Ratio-1.0565Theta0.0218Rho32.35Eff Leverage0.1018Vega