36.00Open34.40Pre Close3 Volume42 Open Interest865.00Strike Price8.77KTurnover47.56%IV0.43%PremiumAug 16, 2024Expiry Date19.67Intrinsic Value100Multiplier1DDays to Expiry3.66Extrinsic Value100Contract SizeAmericanOptions Type-0.7569Delta0.0116Gamma36.23Leverage Ratio-2.6250Theta-0.0267Rho-27.42Eff Leverage0.1783Vega