0.35Open0.31Pre Close427 Volume1.58K Open Interest45.00Strike Price8.79KTurnover30.55%IV3.13%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1719Delta0.2015Gamma380.43Leverage Ratio-0.0498Theta0.0007Rho65.41Eff Leverage0.0105Vega