0.24Open0.27Pre Close455 Volume788 Open Interest77.00Strike Price8.63KTurnover48.79%IV7.24%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.1202Delta0.0503Gamma313.04Leverage Ratio-0.0832Theta0.0011Rho37.61Eff Leverage0.0163Vega