40.80Open25.75Pre Close23.41K Volume1.15K Open Interest5525.00Strike Price8.54MTurnover23.56%IV2.07%PremiumAug 1, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeEuropeanOptions Type0.0088Delta0.0006Gamma43303.12Leverage Ratio-1.2551Theta0.0005Rho380.69Eff Leverage0.0431Vega