0.50Open0.52Pre Close129 Volume550 Open Interest46.50Strike Price8.75KTurnover41.20%IV2.14%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type-0.4341Delta0.2013Gamma72.50Leverage Ratio-0.1071Theta-0.0020Rho-31.47Eff Leverage0.0187Vega