6.90Open6.90Pre Close0 Volume1 Open Interest43.00Strike Price0.00Turnover36.07%IV8.24%PremiumDec 20, 2024Expiry Date3.10Intrinsic Value100Multiplier26DDays to Expiry3.80Extrinsic Value100Contract SizeAmericanOptions Type0.7877Delta0.0649Gamma12.13Leverage Ratio-0.0286Theta0.0235Rho9.56Eff Leverage0.0360Vega