11.50Open9.10Pre Close6 Volume34 Open Interest40.00Strike Price6.86KTurnover182.41%IV0.79%PremiumDec 6, 2024Expiry Date10.70Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.9466Delta0.0139Gamma4.65Leverage Ratio-0.1395Theta0.0027Rho4.40Eff Leverage0.0047Vega