9.06Open7.40Pre Close3 Volume3.38K Open Interest85.00Strike Price2.72KTurnover65.41%IV0.67%PremiumOct 18, 2024Expiry Date8.55Intrinsic Value100Multiplier11DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.8115Delta0.0321Gamma8.22Leverage Ratio-0.1001Theta-0.0168Rho-6.67Eff Leverage0.0354Vega