9.38Open8.70Pre Close3 Volume86 Open Interest33.00Strike Price2.81KTurnover99.66%IV0.55%PremiumDec 20, 2024Expiry Date9.15Intrinsic Value100Multiplier5DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.9838Delta0.0081Gamma4.58Leverage Ratio-0.0202Theta0.0045Rho4.51Eff Leverage0.0020Vega