0.03Open0.04Pre Close1.59K Volume2.45K Open Interest195.00Strike Price8.57KTurnover58.51%IV5.80%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0254Delta0.0113Gamma3687.00Leverage Ratio-0.1670Theta0.0001Rho93.64Eff Leverage0.0053Vega