0.85Open0.91Pre Close87 Volume6.25K Open Interest21.00Strike Price8.45KTurnover33.60%IV0.50%PremiumDec 20, 2024Expiry Date0.85Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8870Delta0.2611Gamma24.28Leverage Ratio-0.0208Theta0.0018Rho21.53Eff Leverage0.0042Vega