4.00Open1.85Pre Close26 Volume653 Open Interest105.00Strike Price9.20KTurnover11.28%IV0.56%PremiumJul 19, 2024Expiry Date2.60Intrinsic Value100Multiplier7DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.9456Delta0.0641Gamma39.13Leverage Ratio-0.0265Theta0.0199Rho37.00Eff Leverage0.0168Vega