2.20Open4.10Pre Close52 Volume259 Open Interest190.00Strike Price9.95KTurnover32.26%IV3.94%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry2.43Extrinsic Value100Contract SizeAmericanOptions Type0.3556Delta0.0334Gamma71.21Leverage Ratio-0.1745Theta0.0221Rho25.32Eff Leverage0.1288Vega