2.55Open3.64Pre Close34 Volume2.12K Open Interest26.00Strike Price8.78KTurnover89.61%IV0.13%PremiumJan 17, 2025Expiry Date2.56Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9191Delta0.0898Gamma8.96Leverage Ratio-0.0425Theta-0.0013Rho-8.24Eff Leverage0.0028Vega