0.84Open0.94Pre Close111 Volume333 Open Interest54.00Strike Price9.95KTurnover24.36%IV0.75%PremiumAug 2, 2024Expiry Date0.50Intrinsic Value100Multiplier2DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.6916Delta0.3317Gamma74.66Leverage Ratio-0.0935Theta0.0024Rho51.63Eff Leverage0.0153Vega