0.70Open0.55Pre Close109 Volume5.35K Open Interest11.00Strike Price7.78KTurnover46.36%IV3.88%PremiumDec 20, 2024Expiry Date0.35Intrinsic Value100Multiplier25DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.6346Delta0.2743Gamma15.13Leverage Ratio-0.0113Theta0.0044Rho9.60Eff Leverage0.0111Vega