0.10Open0.15Pre Close961 Volume1.72K Open Interest4.50Strike Price9.71KTurnover150.39%IV16.60%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2253Delta0.4836Gamma52.60Leverage Ratio-0.0238Theta0.0001Rho11.85Eff Leverage0.0012Vega