0.97Open0.74Pre Close86 Volume143 Open Interest30.50Strike Price8.75KTurnover68.56%IV2.74%PremiumAug 2, 2024Expiry Date0.53Intrinsic Value100Multiplier2DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.6249Delta0.1992Gamma29.41Leverage Ratio-0.1378Theta0.0015Rho18.38Eff Leverage0.0105Vega