4.27Open2.90Pre Close14.78K Volume15.74K Open Interest227.50Strike Price7.79MTurnover26.66%IV0.34%PremiumOct 4, 2024Expiry Date5.50Intrinsic Value100Multiplier4DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.8183Delta0.0416Gamma37.28Leverage Ratio-0.2471Theta0.0193Rho30.51Eff Leverage0.0628Vega