3.50Open3.92Pre Close20 Volume54 Open Interest134.00Strike Price7.80KTurnover50.01%IV0.76%PremiumDec 27, 2024Expiry Date3.10Intrinsic Value100Multiplier1DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8556Delta0.0800Gamma39.67Leverage Ratio-0.4527Theta-0.0019Rho-33.94Eff Leverage0.0130Vega