3.70Open2.40Pre Close23 Volume475 Open Interest75.00Strike Price7.87KTurnover63.77%IV3.70%PremiumAug 16, 2024Expiry Date0.23Intrinsic Value100Multiplier14DDays to Expiry2.77Extrinsic Value100Contract SizeAmericanOptions Type-0.4792Delta0.0425Gamma19.68Leverage Ratio-0.1292Theta-0.0139Rho-9.43Eff Leverage0.0588Vega