79.60Open86.71Pre Close1 Volume4 Open Interest4460.00Strike Price7.96KTurnover63.11%IV4.73%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry79.60Extrinsic Value100Contract SizeAmericanOptions Type0.3554Delta0.0013Gamma65.87Leverage Ratio-13.9986Theta0.1677Rho23.41Eff Leverage1.7231Vega