0.41Open0.29Pre Close116 Volume240 Open Interest25.00Strike Price8.70KTurnover45.98%IV0.41%PremiumSep 27, 2024Expiry Date0.90Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.8076Delta0.2796Gamma24.22Leverage Ratio-0.0445Theta-0.0014Rho-19.56Eff Leverage0.0059Vega