5.80Open3.11Pre Close11 Volume219 Open Interest98.00Strike Price6.81KTurnover53.35%IV3.06%PremiumDec 20, 2024Expiry Date3.40Intrinsic Value100Multiplier16DDays to Expiry3.10Extrinsic Value100Contract SizeAmericanOptions Type0.6582Delta0.0322Gamma15.60Leverage Ratio-0.1389Theta0.0266Rho10.27Eff Leverage0.0785Vega