0.54Open0.57Pre Close124 Volume3.96K Open Interest20.00Strike Price8.81KTurnover47.78%IV6.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.4636Delta0.1534Gamma23.01Leverage Ratio-0.0194Theta0.0063Rho10.67Eff Leverage0.0215Vega