0.36Open0.43Pre Close536 Volume17 Open Interest18.00Strike Price9.78KTurnover19.20%IV0.50%PremiumNov 22, 2024Expiry Date0.04Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5418Delta1.3035Gamma128.29Leverage Ratio-0.0223Theta-0.0007Rho-69.51Eff Leverage0.0063Vega