0.40Open0.25Pre Close138 Volume819 Open Interest26.00Strike Price7.96KTurnover35.06%IV1.10%PremiumDec 13, 2024Expiry Date0.41Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.7371Delta0.4836Gamma50.30Leverage Ratio-0.0642Theta0.0010Rho37.08Eff Leverage0.0063Vega