0.55Open0.48Pre Close106 Volume93 Open Interest9.00Strike Price7.94KTurnover85.29%IV3.02%PremiumNov 29, 2024Expiry Date0.60Intrinsic Value100Multiplier3DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.7944Delta0.3561Gamma13.71Leverage Ratio-0.0344Theta0.0007Rho10.89Eff Leverage0.0027Vega