3.40Open3.50Pre Close20 Volume36 Open Interest21.00Strike Price6.80KTurnover38.70%IV2.22%PremiumDec 20, 2024Expiry Date2.87Intrinsic Value100Multiplier11DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.9733Delta0.0385Gamma8.16Leverage Ratio-0.0067Theta0.0062Rho7.94Eff Leverage0.0026Vega