0.63Open0.50Pre Close115 Volume5.28K Open Interest6.00Strike Price7.70KTurnover86.25%IV0.61%PremiumDec 6, 2024Expiry Date0.56Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8681Delta0.3909Gamma10.93Leverage Ratio-0.0174Theta0.0005Rho9.49Eff Leverage0.0014Vega