3.30Open3.80Pre Close21 Volume374 Open Interest75.00Strike Price6.94KTurnover30.78%IV2.40%PremiumJan 17, 2025Expiry Date1.64Intrinsic Value100Multiplier23DDays to Expiry1.76Extrinsic Value100Contract SizeAmericanOptions Type-0.5866Delta0.0693Gamma23.66Leverage Ratio-0.0434Theta-0.0245Rho-13.88Eff Leverage0.0720Vega