0.15Open0.15Pre Close456 Volume3.67K Open Interest23.00Strike Price7.93KTurnover35.22%IV1.85%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.3626Delta0.5897Gamma146.84Leverage Ratio-0.0588Theta0.0005Rho53.24Eff Leverage0.0068Vega