5.15Open4.43Pre Close18 Volume143 Open Interest45.00Strike Price8.81KTurnover59.07%IV0.44%PremiumDec 27, 2024Expiry Date4.52Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.9574Delta0.0404Gamma8.90Leverage Ratio-0.0207Theta-0.0028Rho-8.52Eff Leverage0.0038Vega