2.05Open1.60Pre Close76 Volume795 Open Interest31.00Strike Price9.57KTurnover36.54%IV1.58%PremiumJan 17, 2025Expiry Date0.70Intrinsic Value100Multiplier6DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.6941Delta0.2322Gamma30.93Leverage Ratio-0.0466Theta0.0036Rho21.47Eff Leverage0.0145Vega