9.85Open9.00Pre Close7 Volume31 Open Interest25.00Strike Price6.90KTurnover257.74%IV0.23%PremiumJan 17, 2025Expiry Date9.77Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9713Delta0.0103Gamma3.53Leverage Ratio-0.0736Theta0.0012Rho3.43Eff Leverage0.0016Vega