3.70Open3.24Pre Close23 Volume213 Open Interest51.00Strike Price8.76KTurnover59.02%IV0.45%PremiumNov 1, 2024Expiry Date4.17Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9051Delta0.0496Gamma12.68Leverage Ratio-0.0739Theta0.0050Rho11.48Eff Leverage0.0098Vega