6.80Open6.00Pre Close10 Volume17 Open Interest37.50Strike Price6.80KTurnover116.03%IV1.68%PremiumJan 17, 2025Expiry Date6.07Intrinsic Value100Multiplier11DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.8051Delta0.0318Gamma6.09Leverage Ratio-0.1158Theta0.0082Rho4.91Eff Leverage0.0206Vega