0.21Open0.24Pre Close415 Volume410 Open Interest31.50Strike Price8.55KTurnover32.24%IV1.97%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.2926Delta0.3779Gamma188.06Leverage Ratio-0.0579Theta-0.0007Rho-55.03Eff Leverage0.0097Vega