43.51Open39.62Pre Close2 Volume29 Open Interest895.00Strike Price8.70KTurnover31.85%IV1.40%PremiumSep 27, 2024Expiry Date30.55Intrinsic Value100Multiplier4DDays to Expiry12.96Extrinsic Value100Contract SizeAmericanOptions Type0.8534Delta0.0075Gamma27.75Leverage Ratio-0.9894Theta0.0810Rho23.68Eff Leverage0.2198Vega