0.65Open0.28Pre Close115 Volume318 Open Interest114.00Strike Price9.37KTurnover178.66%IV0.14%PremiumJul 5, 2024Expiry Date1.45Intrinsic Value100Multiplier-1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.7553Delta0.1528Gamma64.50Leverage Ratio-8.5580Theta-0.0001Rho-48.71Eff Leverage0.0036Vega