0.88Open0.55Pre Close113 Volume763 Open Interest29.00Strike Price9.97KTurnover57.60%IV1.45%PremiumJan 10, 2025Expiry Date0.13Intrinsic Value100Multiplier2DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.4862Delta0.3225Gamma53.46Leverage Ratio-0.1428Theta-0.0008Rho-25.99Eff Leverage0.0086Vega