2.60Open3.10Pre Close35 Volume1.79K Open Interest10.00Strike Price8.40KTurnover160.06%IV0.54%PremiumDec 20, 2024Expiry Date2.56Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.9608Delta0.0735Gamma2.89Leverage Ratio-0.0104Theta-0.0007Rho-2.78Eff Leverage0.0006Vega