2.70Open1.35Pre Close25 Volume37 Open Interest38.00Strike Price6.75KTurnover53.48%IV1.70%PremiumJan 17, 2025Expiry Date2.09Intrinsic Value100Multiplier21DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type-0.6394Delta0.0812Gamma11.68Leverage Ratio-0.0383Theta-0.0130Rho-7.47Eff Leverage0.0326Vega