8.87Open9.00Pre Close10 Volume81 Open Interest190.00Strike Price8.87KTurnover78.61%IV1.61%PremiumJul 26, 2024Expiry Date5.90Intrinsic Value100Multiplier3DDays to Expiry2.97Extrinsic Value100Contract SizeAmericanOptions Type-0.6507Delta0.0274Gamma20.74Leverage Ratio-0.8249Theta-0.0103Rho-13.50Eff Leverage0.0637Vega