0.05Open0.06Pre Close938 Volume1.32K Open Interest96.00Strike Price8.61KTurnover134.27%IV0.48%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0735Delta0.4557Gamma9555.00Leverage Ratio-9.9666Theta0.0000Rho701.89Eff Leverage0.0003Vega