11.72Open6.30Pre Close7 Volume9 Open Interest95.00Strike Price8.49KTurnover82.74%IV3.70%PremiumJan 17, 2025Expiry Date8.08Intrinsic Value100Multiplier17DDays to Expiry3.22Extrinsic Value100Contract SizeAmericanOptions Type-0.6562Delta0.0239Gamma7.80Leverage Ratio-0.1633Theta-0.0274Rho-5.12Eff Leverage0.0687Vega