0.35Open0.55Pre Close248 Volume865 Open Interest10.00Strike Price8.57KTurnover40.12%IV0.61%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier11DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6197Delta0.5719Gamma24.40Leverage Ratio-0.0115Theta-0.0016Rho-15.12Eff Leverage0.0064Vega