0.80Open0.90Pre Close105 Volume1.06K Open Interest17.00Strike Price8.87KTurnover69.91%IV3.01%PremiumJul 19, 2024Expiry Date0.28Intrinsic Value100Multiplier4DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.6003Delta0.2819Gamma24.69Leverage Ratio-0.0610Theta0.0012Rho14.82Eff Leverage0.0076Vega