19.53Open36.69Pre Close5 Volume0 Open Interest555.00Strike Price9.77KTurnover35.54%IV0.20%PremiumDec 6, 2024Expiry Date18.46Intrinsic Value100Multiplier2DDays to Expiry1.07Extrinsic Value100Contract SizeAmericanOptions Type-0.8936Delta0.0130Gamma28.58Leverage Ratio-0.5000Theta-0.0223Rho-25.54Eff Leverage0.0749Vega