30.86Open31.50Pre Close3 Volume59 Open Interest495.00Strike Price9.69KTurnover46.10%IV0.07%PremiumAug 2, 2024Expiry Date32.64Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.9092Delta0.0063Gamma15.50Leverage Ratio-0.5483Theta0.0507Rho14.09Eff Leverage0.0919Vega