0.15Open0.17Pre Close366 Volume595 Open Interest15.00Strike Price6.86KTurnover28.01%IV1.27%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier6DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.5281Delta0.7117Gamma59.76Leverage Ratio-0.0168Theta-0.0013Rho-31.56Eff Leverage0.0080Vega