5.80Open3.11Pre Close11 Volume219 Open Interest98.00Strike Price6.81KTurnover52.36%IV2.82%PremiumDec 20, 2024Expiry Date3.64Intrinsic Value100Multiplier16DDays to Expiry2.87Extrinsic Value100Contract SizeAmericanOptions Type0.6613Delta0.0326Gamma15.40Leverage Ratio-0.1360Theta0.0268Rho10.18Eff Leverage0.0783Vega