3.30Open4.30Pre Close30 Volume40 Open Interest27.50Strike Price9.90KTurnover47.68%IV2.77%PremiumJan 17, 2025Expiry Date2.47Intrinsic Value100Multiplier25DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type0.7822Delta0.0783Gamma9.75Leverage Ratio-0.0245Theta0.0141Rho7.62Eff Leverage0.0232Vega