0.90Open1.05Pre Close87 Volume41 Open Interest48.50Strike Price8.42KTurnover22.14%IV1.38%PremiumNov 22, 2024Expiry Date0.13Intrinsic Value100Multiplier4DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.5590Delta0.3535Gamma92.63Leverage Ratio-0.0634Theta0.0029Rho51.78Eff Leverage0.0199Vega