26.97Open27.34Pre Close3 Volume5 Open Interest247.50Strike Price8.09KTurnover166.93%IV1.58%PremiumNov 29, 2024Expiry Date22.69Intrinsic Value100Multiplier2DDays to Expiry4.28Extrinsic Value100Contract SizeAmericanOptions Type0.7691Delta0.0086Gamma9.70Leverage Ratio-2.5649Theta0.0111Rho7.46Eff Leverage0.0647Vega