2.30Open1.80Pre Close40 Volume553 Open Interest45.00Strike Price8.57KTurnover43.56%IV1.57%PremiumNov 15, 2024Expiry Date1.67Intrinsic Value100Multiplier15DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.6415Delta0.0973Gamma17.33Leverage Ratio-0.0445Theta-0.0109Rho-11.12Eff Leverage0.0332Vega