0.10Open0.06Pre Close451 Volume1.25K Open Interest2.00Strike Price7.61KTurnover266.43%IV13.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.4557Delta0.7831Gamma12.47Leverage Ratio-0.0286Theta0.0001Rho5.68Eff Leverage0.0008Vega