9.70Open9.85Pre Close10 Volume24 Open Interest55.00Strike Price9.70KTurnover64.06%IV0.33%PremiumJul 12, 2024Expiry Date9.49Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.9892Delta0.0062Gamma6.74Leverage Ratio-0.0190Theta0.0067Rho6.66Eff Leverage0.0020Vega