0.07Open0.04Pre Close704 Volume1.69K Open Interest46.00Strike Price8.67KTurnover22.35%IV1.16%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.3048Delta0.4826Gamma325.79Leverage Ratio-0.0783Theta0.0007Rho99.31Eff Leverage0.0114Vega