0.45Open0.55Pre Close147 Volume1.74K Open Interest3.50Strike Price8.96KTurnover94.87%IV1.49%PremiumJul 26, 2024Expiry Date0.54Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9480Delta0.2889Gamma7.35Leverage Ratio-0.0055Theta0.0003Rho6.96Eff Leverage0.0004Vega