11.85Open11.10Pre Close7 Volume1 Open Interest49.00Strike Price8.30KTurnover99.89%IV0.15%PremiumJul 19, 2024Expiry Date11.76Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9758Delta0.0085Gamma5.16Leverage Ratio-0.0425Theta0.0058Rho5.04Eff Leverage0.0038Vega