5.07Open3.90Pre Close11 Volume782 Open Interest105.00Strike Price8.44KTurnover59.62%IV1.87%PremiumJul 19, 2024Expiry Date5.04Intrinsic Value100Multiplier1DDays to Expiry2.06Extrinsic Value100Contract SizeAmericanOptions Type0.9003Delta0.0432Gamma21.16Leverage Ratio-0.2029Theta0.0036Rho19.05Eff Leverage0.0119Vega