0.40Open0.31Pre Close176 Volume655 Open Interest7.50Strike Price8.60KTurnover95.83%IV7.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.5172Delta0.4451Gamma21.37Leverage Ratio-0.0333Theta0.0005Rho11.05Eff Leverage0.0037Vega