3.50Open4.16Pre Close22 Volume8 Open Interest85.00Strike Price7.66KTurnover21.26%IV2.05%PremiumOct 18, 2024Expiry Date1.33Intrinsic Value100Multiplier24DDays to Expiry1.77Extrinsic Value100Contract SizeAmericanOptions Type0.6478Delta0.0787Gamma31.11Leverage Ratio-0.0438Theta0.0350Rho20.15Eff Leverage0.0823Vega