12.60Open18.70Pre Close9.19K Volume950 Open Interest5595.00Strike Price9.59MTurnover11.03%IV0.06%PremiumJul 18, 2024Expiry Date19.86Intrinsic Value100Multiplier0DDays to Expiry3.61Extrinsic Value100Contract SizeEuropeanOptions Type-0.9231Delta0.0060Gamma237.75Leverage Ratio-2.3338Theta-0.0802Rho-219.47Eff Leverage0.3160Vega