5.20Open7.95Pre Close20 Volume299 Open Interest135.00Strike Price9.65KTurnover57.30%IV0.83%PremiumJul 19, 2024Expiry Date3.75Intrinsic Value100Multiplier1DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.7484Delta0.0538Gamma29.52Leverage Ratio-0.5164Theta0.0055Rho22.09Eff Leverage0.0330Vega