4.40Open5.50Pre Close16 Volume160 Open Interest20.00Strike Price6.85KTurnover141.89%IV18.81%PremiumDec 20, 2024Expiry Date0.17Intrinsic Value100Multiplier43DDays to Expiry3.73Extrinsic Value100Contract SizeAmericanOptions Type-0.4075Delta0.0404Gamma5.15Leverage Ratio-0.0428Theta-0.0123Rho-2.10Eff Leverage0.0263Vega