0.49Open0.90Pre Close277 Volume96 Open Interest31.00Strike Price7.87KTurnover29.35%IV1.83%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.2725Delta0.5234Gamma291.43Leverage Ratio-0.0639Theta0.0004Rho79.41Eff Leverage0.0072Vega