4.00Open2.50Pre Close20 Volume32 Open Interest230.00Strike Price8.64KTurnover19.35%IV0.13%PremiumJul 19, 2024Expiry Date4.71Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.8903Delta0.0557Gamma45.51Leverage Ratio-0.0995Theta-0.0097Rho-40.52Eff Leverage0.0353Vega