9.20Open9.20Pre Close0 Volume15 Open Interest135.00Strike Price0.00Turnover32.67%IV1.88%PremiumJul 19, 2024Expiry Date6.79Intrinsic Value100Multiplier12DDays to Expiry2.41Extrinsic Value100Contract SizeAmericanOptions Type-0.7923Delta0.0387Gamma17.09Leverage Ratio-0.0769Theta-0.0276Rho-13.54Eff Leverage0.0675Vega