0.40Open0.53Pre Close306 Volume128 Open Interest8.50Strike Price9.65KTurnover106.76%IV1.33%PremiumJul 26, 2024Expiry Date0.20Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.5702Delta0.4622Gamma18.44Leverage Ratio-0.0531Theta-0.0004Rho-10.52Eff Leverage0.0031Vega