8.04Open8.90Pre Close10 Volume13 Open Interest55.00Strike Price7.97KTurnover45.21%IV0.08%PremiumSep 20, 2024Expiry Date7.77Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9823Delta0.0108Gamma8.00Leverage Ratio-0.0177Theta0.0109Rho7.85Eff Leverage0.0039Vega