4.54Open2.25Pre Close11 Volume177 Open Interest75.00Strike Price6.86KTurnover36.52%IV0.49%PremiumDec 20, 2024Expiry Date6.60Intrinsic Value100Multiplier20DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.8514Delta0.0327Gamma11.10Leverage Ratio-0.0472Theta0.0352Rho9.45Eff Leverage0.0450Vega