0.77Open0.69Pre Close119 Volume264 Open Interest55.00Strike Price9.96KTurnover22.04%IV0.53%PremiumJul 26, 2024Expiry Date0.49Intrinsic Value100Multiplier4DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.6273Delta0.2806Gamma67.71Leverage Ratio-0.0532Theta-0.0038Rho-42.48Eff Leverage0.0234Vega