0.26Open0.34Pre Close357 Volume469 Open Interest31.50Strike Price8.77KTurnover21.87%IV0.83%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.4766Delta0.6780Gamma146.28Leverage Ratio-0.0508Theta0.0011Rho69.71Eff Leverage0.0107Vega