4.84Open3.60Pre Close15 Volume500 Open Interest115.00Strike Price7.71KTurnover14.91%IV0.88%PremiumDec 20, 2024Expiry Date4.84Intrinsic Value100Multiplier27DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type0.8664Delta0.0440Gamma21.59Leverage Ratio-0.0310Theta0.0738Rho18.71Eff Leverage0.0707Vega