0.15Open0.20Pre Close452 Volume9.00K Open Interest1.00Strike Price8.79KTurnover352.19%IV49.44%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.5593Delta0.5963Gamma4.02Leverage Ratio-0.0067Theta0.0001Rho2.25Eff Leverage0.0007Vega