0.35Open0.53Pre Close297 Volume1.51K Open Interest31.00Strike Price9.85KTurnover16.76%IV2.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3879Delta0.3142Gamma94.00Leverage Ratio-0.0128Theta0.0065Rho36.46Eff Leverage0.0279Vega