2.20Open2.05Pre Close37 Volume186 Open Interest410.00Strike Price8.55KTurnover25.09%IV0.43%PremiumDec 27, 2024Expiry Date0.65Intrinsic Value100Multiplier1DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type0.5566Delta0.0774Gamma171.10Leverage Ratio-1.1814Theta0.0055Rho95.23Eff Leverage0.0803Vega