95.00Open97.00Pre Close1 Volume2 Open Interest3160.00Strike Price9.50KTurnover18.40%IV0.11%PremiumJan 17, 2025Expiry Date91.32Intrinsic Value100Multiplier4DDays to Expiry3.68Extrinsic Value100Contract SizeAmericanOptions Type0.9277Delta0.0021Gamma34.22Leverage Ratio-1.3033Theta0.3454Rho31.75Eff Leverage0.4862Vega