4.90Open4.15Pre Close15 Volume146 Open Interest45.00Strike Price7.95KTurnover68.45%IV3.85%PremiumNov 15, 2024Expiry Date3.92Intrinsic Value100Multiplier22DDays to Expiry1.58Extrinsic Value100Contract SizeAmericanOptions Type-0.6706Delta0.0524Gamma7.90Leverage Ratio-0.0533Theta-0.0170Rho-5.30Eff Leverage0.0368Vega