5.00Open4.80Pre Close19 Volume92 Open Interest385.00Strike Price9.50KTurnover21.80%IV0.51%PremiumJul 19, 2024Expiry Date2.04Intrinsic Value100Multiplier3DDays to Expiry1.96Extrinsic Value100Contract SizeAmericanOptions Type0.6080Delta0.0448Gamma83.23Leverage Ratio-0.5022Theta0.0238Rho50.60Eff Leverage0.1510Vega