0.03Open0.11Pre Close4.18K Volume4.23K Open Interest90.00Strike Price8.77KTurnover30.12%IV5.60%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0138Delta0.0169Gamma8524.00Leverage Ratio-0.0091Theta0.0001Rho117.61Eff Leverage0.0024Vega