5.80Open3.11Pre Close11 Volume219 Open Interest98.00Strike Price6.81KTurnover53.37%IV2.60%PremiumDec 20, 2024Expiry Date3.85Intrinsic Value100Multiplier16DDays to Expiry2.65Extrinsic Value100Contract SizeAmericanOptions Type0.6505Delta0.0325Gamma15.09Leverage Ratio-0.1396Theta0.0263Rho9.82Eff Leverage0.0790Vega