11.16Open11.91Pre Close7 Volume67 Open Interest41.50Strike Price7.70KTurnover653.58%IV6.41%PremiumJan 10, 2025Expiry Date7.95Intrinsic Value100Multiplier0DDays to Expiry2.15Extrinsic Value100Contract SizeAmericanOptions Type-0.9470Delta0.0254Gamma4.25Leverage Ratio-1.5871Theta-0.0001Rho-4.02Eff Leverage0.0007Vega