4.34Open5.33Pre Close16 Volume8 Open Interest492.50Strike Price8.59KTurnover24.30%IV1.46%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry5.51Extrinsic Value100Contract SizeAmericanOptions Type0.4623Delta0.0314Gamma111.56Leverage Ratio-0.6858Theta0.0250Rho51.57Eff Leverage0.2066Vega