3.77Open5.11Pre Close27 Volume218 Open Interest71.00Strike Price9.97KTurnover69.06%IV-0.17%PremiumAug 30, 2024Expiry Date3.63Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8545Delta0.0630Gamma19.01Leverage Ratio-0.2239Theta0.0030Rho16.25Eff Leverage0.0120Vega