5.40Open7.48Pre Close44.11K Volume935 Open Interest5545.00Strike Price9.45MTurnover70.32%IV0.04%PremiumSep 11, 2024Expiry Date9.13Intrinsic Value100Multiplier0DDays to Expiry2.03Extrinsic Value100Contract SizeEuropeanOptions Type0.7757Delta0.0316Gamma841.53Leverage Ratio-659.9597Theta0.0003Rho652.75Eff Leverage0.0404Vega