3.92Open4.30Pre Close22 Volume2 Open Interest46.00Strike Price8.60KTurnover51.09%IV2.57%PremiumNov 15, 2024Expiry Date2.80Intrinsic Value100Multiplier25DDays to Expiry1.11Extrinsic Value100Contract SizeAmericanOptions Type-0.6507Delta0.0649Gamma10.94Leverage Ratio-0.0398Theta-0.0183Rho-7.12Eff Leverage0.0418Vega