3.50Open3.51Pre Close25 Volume332 Open Interest30.00Strike Price8.75KTurnover59.62%IV0.09%PremiumDec 20, 2024Expiry Date3.47Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8042Delta0.0579Gamma8.16Leverage Ratio-0.0345Theta0.0130Rho6.56Eff Leverage0.0221Vega