2.25Open2.10Pre Close38 Volume369 Open Interest2.00Strike Price7.90KTurnover323.05%IV0.49%PremiumDec 20, 2024Expiry Date2.07Intrinsic Value100Multiplier11DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9386Delta0.0528Gamma1.94Leverage Ratio-0.0125Theta0.0005Rho1.82Eff Leverage0.0009Vega