6.60Open6.70Pre Close14 Volume5.09K Open Interest55.00Strike Price8.94KTurnover36.91%IV0.86%PremiumDec 20, 2024Expiry Date5.68Intrinsic Value100Multiplier23DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.8727Delta0.0372Gamma9.79Leverage Ratio-0.0311Theta0.0293Rho8.54Eff Leverage0.0317Vega