0.11Open0.11Pre Close873 Volume2.60K Open Interest38.00Strike Price7.91KTurnover32.54%IV4.05%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.1126Delta0.1414Gamma527.07Leverage Ratio-0.0305Theta-0.0005Rho-59.35Eff Leverage0.0079Vega