0.56Open1.79Pre Close171 Volume1.18K Open Interest83.00Strike Price8.79KTurnover29.72%IV0.54%PremiumOct 4, 2024Expiry Date0.01Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.5292Delta0.1807Gamma87.84Leverage Ratio-0.1726Theta0.0034Rho46.48Eff Leverage0.0295Vega