0.60Open0.78Pre Close167 Volume1.06K Open Interest47.50Strike Price9.63KTurnover23.58%IV0.84%PremiumAug 2, 2024Expiry Date0.28Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.5980Delta0.3058Gamma71.31Leverage Ratio-0.0603Theta0.0035Rho42.65Eff Leverage0.0208Vega