3.50Open3.92Pre Close20 Volume54 Open Interest134.00Strike Price7.80KTurnover47.49%IV0.76%PremiumDec 27, 2024Expiry Date3.10Intrinsic Value100Multiplier1DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8552Delta0.0801Gamma39.67Leverage Ratio-0.4075Theta-0.0021Rho-33.92Eff Leverage0.0137Vega