0.25Open0.35Pre Close303 Volume779 Open Interest3.00Strike Price8.63KTurnover69.22%IV4.50%PremiumSep 20, 2024Expiry Date0.11Intrinsic Value100Multiplier23DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6229Delta0.7072Gamma11.31Leverage Ratio-0.0048Theta0.0010Rho7.04Eff Leverage0.0029Vega