1.95Open1.75Pre Close44 Volume116 Open Interest89.00Strike Price8.55KTurnover16.60%IV1.06%PremiumAug 16, 2024Expiry Date0.71Intrinsic Value100Multiplier25DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.6127Delta0.0977Gamma42.22Leverage Ratio-0.0375Theta0.0366Rho25.87Eff Leverage0.0904Vega