10.55Open10.50Pre Close6.25K Volume4.97K Open Interest380.00Strike Price8.76MTurnover114.56%IV0.76%PremiumDec 20, 2024Expiry Date30.36Intrinsic Value100Multiplier2DDays to Expiry2.64Extrinsic Value100Contract SizeAmericanOptions Type-0.8428Delta0.0087Gamma10.76Leverage Ratio-1.7213Theta-0.0141Rho-9.07Eff Leverage0.0583Vega