5.40Open5.65Pre Close16 Volume117 Open Interest120.00Strike Price8.55KTurnover31.37%IV2.73%PremiumAug 16, 2024Expiry Date1.29Intrinsic Value100Multiplier23DDays to Expiry3.31Extrinsic Value100Contract SizeAmericanOptions Type0.5858Delta0.0406Gamma25.81Leverage Ratio-0.0910Theta0.0421Rho15.12Eff Leverage0.1191Vega