0.27Open0.60Pre Close141 Volume165 Open Interest11.50Strike Price8.91KTurnover150.36%IV1.59%PremiumOct 4, 2024Expiry Date0.48Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.6702Delta0.2847Gamma15.46Leverage Ratio-0.1472Theta0.0004Rho10.36Eff Leverage0.0031Vega