0.15Open0.25Pre Close728 Volume1.42K Open Interest63.00Strike Price8.66KTurnover20.21%IV2.30%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1269Delta0.1658Gamma804.75Leverage Ratio-0.0365Theta-0.0007Rho-102.11Eff Leverage0.0129Vega