3.62Open3.75Pre Close27 Volume1.34K Open Interest16.00Strike Price9.71KTurnover149.02%IV0.20%PremiumDec 20, 2024Expiry Date3.54Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9629Delta0.0500Gamma3.51Leverage Ratio-0.0160Theta-0.0009Rho-3.38Eff Leverage0.0009Vega