15.55Open15.80Pre Close5 Volume44 Open Interest170.00Strike Price7.78KTurnover77.30%IV0.03%PremiumDec 6, 2024Expiry Date15.50Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9464Delta0.0106Gamma11.76Leverage Ratio-0.2345Theta0.0082Rho11.13Eff Leverage0.0145Vega