0.90Open1.02Pre Close95 Volume103 Open Interest24.50Strike Price7.77KTurnover80.44%IV2.58%PremiumDec 6, 2024Expiry Date0.05Intrinsic Value100Multiplier2DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.4965Delta0.2383Gamma35.43Leverage Ratio-0.1397Theta-0.0009Rho-17.59Eff Leverage0.0083Vega