88.07Open84.17Pre Close1 Volume127 Open Interest485.00Strike Price8.81KTurnover79.71%IV0.11%PremiumOct 4, 2024Expiry Date87.44Intrinsic Value100Multiplier4DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.9808Delta0.0010Gamma6.50Leverage Ratio-0.2871Theta0.0500Rho6.38Eff Leverage0.0275Vega