0.60Open1.38Pre Close104 Volume564 Open Interest12.00Strike Price8.77KTurnover44.68%IV2.31%PremiumDec 20, 2024Expiry Date0.56Intrinsic Value100Multiplier25DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.6809Delta0.2403Gamma13.58Leverage Ratio-0.0114Theta0.0054Rho9.25Eff Leverage0.0119Vega