19.45Open23.70Pre Close4.17K Volume1.71K Open Interest595.00Strike Price7.87MTurnover47.77%IV0.14%PremiumJan 17, 2025Expiry Date17.70Intrinsic Value100Multiplier1DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.8903Delta0.0118Gamma32.72Leverage Ratio-0.9200Theta0.0155Rho29.13Eff Leverage0.0625Vega