26.97Open27.34Pre Close3 Volume5 Open Interest247.50Strike Price8.09KTurnover154.78%IV1.58%PremiumNov 29, 2024Expiry Date22.69Intrinsic Value100Multiplier2DDays to Expiry4.28Extrinsic Value100Contract SizeAmericanOptions Type0.7855Delta0.0090Gamma9.70Leverage Ratio-2.2789Theta0.0112Rho7.62Eff Leverage0.0613Vega