0.70Open0.51Pre Close140 Volume530 Open Interest3.50Strike Price8.81KTurnover82.65%IV7.57%PremiumOct 18, 2024Expiry Date0.20Intrinsic Value100Multiplier21DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.6532Delta0.5049Gamma9.25Leverage Ratio-0.0068Theta0.0012Rho6.04Eff Leverage0.0033Vega