0.05Open0.05Pre Close699 Volume1.68K Open Interest192.50Strike Price8.79KTurnover47.87%IV4.45%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0329Delta0.0171Gamma3351.82Leverage Ratio-0.1716Theta0.0001Rho110.30Eff Leverage0.0066Vega