0.90Open1.02Pre Close95 Volume103 Open Interest24.50Strike Price7.77KTurnover81.04%IV2.58%PremiumDec 6, 2024Expiry Date0.05Intrinsic Value100Multiplier2DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.4966Delta0.2384Gamma35.43Leverage Ratio-0.1421Theta-0.0009Rho-17.60Eff Leverage0.0082Vega