9.70Open9.70Pre Close9 Volume0 Open Interest277.50Strike Price7.70KTurnover50.88%IV1.99%PremiumJul 19, 2024Expiry Date1.29Intrinsic Value100Multiplier3DDays to Expiry5.51Extrinsic Value100Contract SizeAmericanOptions Type-0.5206Delta0.0272Gamma42.82Leverage Ratio-0.7675Theta-0.0150Rho-22.29Eff Leverage0.1148Vega