0.30Open0.25Pre Close514 Volume12.44K Open Interest7.50Strike Price8.64KTurnover133.38%IV11.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3235Delta0.3510Gamma34.65Leverage Ratio-0.0431Theta0.0003Rho11.21Eff Leverage0.0028Vega