5.60Open4.80Pre Close15 Volume193 Open Interest110.00Strike Price8.64KTurnover36.06%IV1.19%PremiumJan 17, 2025Expiry Date4.78Intrinsic Value100Multiplier11DDays to Expiry1.37Extrinsic Value100Contract SizeAmericanOptions Type0.7701Delta0.0427Gamma19.45Leverage Ratio-0.1115Theta0.0243Rho14.98Eff Leverage0.0598Vega