3.65Open3.90Pre Close24 Volume7.34K Open Interest35.00Strike Price8.72KTurnover70.18%IV2.01%PremiumJul 19, 2024Expiry Date3.11Intrinsic Value100Multiplier16DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type-0.7071Delta0.0737Gamma8.28Leverage Ratio-0.0472Theta-0.0098Rho-5.86Eff Leverage0.0231Vega