0.58Open0.65Pre Close134 Volume997 Open Interest8.00Strike Price9.40KTurnover128.37%IV4.12%PremiumDec 27, 2024Expiry Date0.25Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.6156Delta0.3320Gamma13.98Leverage Ratio-0.0547Theta0.0005Rho8.61Eff Leverage0.0034Vega