3.86Open4.19Pre Close21 Volume756 Open Interest30.00Strike Price7.89KTurnover49.02%IV1.85%PremiumNov 15, 2024Expiry Date3.04Intrinsic Value100Multiplier25DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type0.7992Delta0.0658Gamma9.18Leverage Ratio-0.0265Theta0.0158Rho7.33Eff Leverage0.0244Vega