0.90Open1.05Pre Close87 Volume41 Open Interest48.50Strike Price8.42KTurnover22.40%IV1.38%PremiumNov 22, 2024Expiry Date0.13Intrinsic Value100Multiplier4DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.5588Delta0.3534Gamma92.63Leverage Ratio-0.0649Theta0.0028Rho51.76Eff Leverage0.0197Vega