0.36Open0.32Pre Close252 Volume11.29K Open Interest25.00Strike Price9.61KTurnover72.19%IV19.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.1904Delta0.0753Gamma60.49Leverage Ratio-0.0245Theta0.0021Rho11.52Eff Leverage0.0136Vega