8.80Open9.85Pre Close10 Volume247 Open Interest133.00Strike Price7.85KTurnover32.11%IV0.61%PremiumDec 20, 2024Expiry Date6.21Intrinsic Value100Multiplier4DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type-0.9301Delta0.0359Gamma20.13Leverage Ratio-0.0557Theta-0.0081Rho-18.72Eff Leverage0.0170Vega