2.30Open2.60Pre Close39.88K Volume11.62K Open Interest111.00Strike Price9.42MTurnover68.09%IV3.19%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.97Extrinsic Value100Contract SizeAmericanOptions Type-0.4538Delta0.0478Gamma37.38Leverage Ratio-0.3945Theta-0.0060Rho-16.96Eff Leverage0.0483Vega