2.49Open2.91Pre Close38 Volume519 Open Interest134.00Strike Price9.70KTurnover38.43%IV0.48%PremiumJul 19, 2024Expiry Date1.92Intrinsic Value100Multiplier1DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.7315Delta0.1102Gamma55.38Leverage Ratio-0.4133Theta-0.0031Rho-40.51Eff Leverage0.0257Vega