6.50Open5.68Pre Close14 Volume54 Open Interest57.00Strike Price8.85KTurnover154.56%IV3.64%PremiumAug 2, 2024Expiry Date3.45Intrinsic Value100Multiplier3DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type0.6923Delta0.0378Gamma10.94Leverage Ratio-0.4929Theta0.0035Rho7.57Eff Leverage0.0211Vega