0.45Open0.46Pre Close168 Volume339 Open Interest31.50Strike Price8.42KTurnover66.88%IV3.45%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.4152Delta0.2099Gamma57.46Leverage Ratio-0.1375Theta0.0010Rho23.86Eff Leverage0.0108Vega