0.42Open0.54Pre Close240 Volume177 Open Interest18.00Strike Price9.66KTurnover31.77%IV0.77%PremiumJul 26, 2024Expiry Date0.25Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6612Delta0.5504Gamma43.98Leverage Ratio-0.0283Theta0.0015Rho29.08Eff Leverage0.0077Vega