0.20Open0.27Pre Close370 Volume1.66K Open Interest7.50Strike Price8.79KTurnover98.29%IV7.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.2498Delta0.3984Gamma63.84Leverage Ratio-0.0348Theta-0.0002Rho-15.95Eff Leverage0.0026Vega