0.35Open0.35Pre Close207 Volume1.61K Open Interest15.00Strike Price7.79KTurnover40.92%IV2.98%PremiumJan 17, 2025Expiry Date0.08Intrinsic Value100Multiplier12DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.5509Delta0.3516Gamma30.16Leverage Ratio-0.0197Theta0.0026Rho16.62Eff Leverage0.0109Vega