0.35Open0.37Pre Close273 Volume3.25K Open Interest3.00Strike Price8.70KTurnover164.56%IV7.74%PremiumAug 16, 2024Expiry Date0.10Intrinsic Value100Multiplier6DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6036Delta0.5578Gamma9.54Leverage Ratio-0.0209Theta0.0003Rho5.76Eff Leverage0.0016Vega