0.91Open1.19Pre Close82 Volume111 Open Interest3.50Strike Price7.79KTurnover5624.89%IV4.46%PremiumJul 12, 2024Expiry Date0.81Intrinsic Value100Multiplier-2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5676Delta0.2542Gamma2.29Leverage Ratio-8.1524Theta0.0000Rho-1.30Eff Leverage0.0001Vega