6.50Open5.68Pre Close14 Volume54 Open Interest57.00Strike Price8.85KTurnover153.52%IV3.23%PremiumAug 2, 2024Expiry Date3.69Intrinsic Value100Multiplier3DDays to Expiry1.96Extrinsic Value100Contract SizeAmericanOptions Type0.6946Delta0.0380Gamma10.60Leverage Ratio-0.4885Theta0.0036Rho7.36Eff Leverage0.0211Vega