9.60Open9.60Pre Close0 Volume3 Open Interest110.00Strike Price0.00Turnover63.28%IV5.75%PremiumAug 16, 2024Expiry Date3.48Intrinsic Value100Multiplier23DDays to Expiry6.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5402Delta0.0232Gamma12.31Leverage Ratio-0.1365Theta-0.0375Rho-6.65Eff Leverage0.1080Vega