1.19Open0.82Pre Close100 Volume277 Open Interest54.00Strike Price9.81KTurnover37.11%IV1.40%PremiumJul 26, 2024Expiry Date0.42Intrinsic Value100Multiplier4DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type0.5902Delta0.1775Gamma48.81Leverage Ratio-0.1100Theta0.0036Rho28.80Eff Leverage0.0229Vega