0.67Open0.52Pre Close107 Volume748 Open Interest7.00Strike Price8.57KTurnover104.07%IV0.39%PremiumAug 2, 2024Expiry Date0.60Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8280Delta0.3655Gamma11.34Leverage Ratio-0.0324Theta0.0004Rho9.39Eff Leverage0.0017Vega