0.42Open0.57Pre Close212 Volume985 Open Interest13.00Strike Price8.69KTurnover70.33%IV2.34%PremiumJul 19, 2024Expiry Date0.44Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.6817Delta0.3391Gamma19.90Leverage Ratio-0.0448Theta0.0011Rho13.57Eff Leverage0.0053Vega