2.55Open3.64Pre Close34 Volume2.12K Open Interest26.00Strike Price8.78KTurnover80.23%IV0.13%PremiumJan 17, 2025Expiry Date2.56Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9440Delta0.0773Gamma8.96Leverage Ratio-0.0257Theta-0.0012Rho-8.46Eff Leverage0.0021Vega