0.90Open1.02Pre Close95 Volume103 Open Interest24.50Strike Price7.77KTurnover84.49%IV2.58%PremiumDec 6, 2024Expiry Date0.05Intrinsic Value100Multiplier2DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.4967Delta0.2385Gamma35.43Leverage Ratio-0.1566Theta-0.0008Rho-17.60Eff Leverage0.0079Vega