3.50Open2.04Pre Close98 Volume56 Open Interest530.00Strike Price8.77KTurnover11.81%IV0.60%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type-0.2757Delta0.0798Gamma744.59Leverage Ratio-0.4694Theta-0.0060Rho-205.30Eff Leverage0.1185Vega