19.55Open33.63Pre Close4 Volume57 Open Interest149.00Strike Price8.71KTurnover86.98%IV5.26%PremiumJul 19, 2024Expiry Date12.70Intrinsic Value100Multiplier2DDays to Expiry8.50Extrinsic Value100Contract SizeAmericanOptions Type0.8986Delta0.0166Gamma12.18Leverage Ratio-0.4169Theta0.0076Rho10.94Eff Leverage0.0218Vega