3.40Open3.80Pre Close17 Volume517 Open Interest135.00Strike Price9.66KTurnover36.20%IV0.42%PremiumJan 17, 2025Expiry Date6.95Intrinsic Value100Multiplier4DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.9196Delta0.0287Gamma19.72Leverage Ratio-0.1105Theta0.0126Rho18.13Eff Leverage0.0214Vega