8.30Open8.30Pre Close0 Volume27 Open Interest97.00Strike Price0.00Turnover55.22%IV0.79%PremiumDec 27, 2024Expiry Date7.59Intrinsic Value100Multiplier2DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type-0.9847Delta0.0144Gamma11.76Leverage Ratio-0.0100Theta-0.0021Rho-11.58Eff Leverage0.0023Vega