0.26Open0.30Pre Close306 Volume320 Open Interest5.00Strike Price9.23KTurnover48.86%IV5.75%PremiumSep 20, 2024Expiry Date0.04Intrinsic Value100Multiplier32DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.5631Delta0.5334Gamma15.51Leverage Ratio-0.0048Theta0.0023Rho8.73Eff Leverage0.0060Vega