0.35Open0.55Pre Close248 Volume865 Open Interest10.00Strike Price8.57KTurnover39.69%IV0.61%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier11DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6194Delta0.5718Gamma24.40Leverage Ratio-0.0112Theta-0.0017Rho-15.11Eff Leverage0.0064Vega