5.50Open3.20Pre Close16 Volume57 Open Interest252.50Strike Price8.74KTurnover20.05%IV0.17%PremiumDec 20, 2024Expiry Date4.97Intrinsic Value100Multiplier3DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.8676Delta0.0515Gamma47.60Leverage Ratio-0.1364Theta-0.0124Rho-41.30Eff Leverage0.0465Vega