9.05Open7.55Pre Close3 Volume4.42K Open Interest67.50Strike Price2.77KTurnover64.64%IV0.16%PremiumSep 20, 2024Expiry Date9.48Intrinsic Value100Multiplier7DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9338Delta0.0186Gamma7.94Leverage Ratio-0.0686Theta0.0120Rho7.41Eff Leverage0.0137Vega