97.00Open242.65Pre Close1 Volume2 Open Interest3190.00Strike Price9.70KTurnover21.25%IV1.90%PremiumJan 17, 2025Expiry Date35.66Intrinsic Value100Multiplier25DDays to Expiry61.34Extrinsic Value100Contract SizeAmericanOptions Type0.6040Delta0.0021Gamma33.94Leverage Ratio-1.6132Theta1.2734Rho20.50Eff Leverage3.2554Vega
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