6.87Open6.95Pre Close3 Volume846 Open Interest87.50Strike Price2.06KTurnover26.73%IV0.60%PremiumJan 17, 2025Expiry Date6.38Intrinsic Value100Multiplier23DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.8681Delta0.0463Gamma12.29Leverage Ratio-0.0192Theta-0.0282Rho-10.67Eff Leverage0.0426Vega