0.96Open1.05Pre Close81 Volume1.81K Open Interest75.00Strike Price8.95KTurnover20.24%IV2.72%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.4542Delta0.1059Gamma59.38Leverage Ratio-0.0377Theta0.0202Rho26.97Eff Leverage0.0733Vega