4.70Open6.10Pre Close15 Volume360 Open Interest200.00Strike Price8.57KTurnover35.21%IV0.19%PremiumJul 19, 2024Expiry Date4.37Intrinsic Value100Multiplier1DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.8406Delta0.0542Gamma45.93Leverage Ratio-0.3742Theta0.0065Rho38.60Eff Leverage0.0309Vega