4.80Open8.19Pre Close19 Volume87 Open Interest257.50Strike Price7.83KTurnover29.58%IV0.83%PremiumSep 13, 2024Expiry Date1.83Intrinsic Value100Multiplier3DDays to Expiry2.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5865Delta0.0529Gamma65.56Leverage Ratio-0.4259Theta-0.0132Rho-38.45Eff Leverage0.0973Vega
Daprocessor : see 50%