0.80Open0.47Pre Close125 Volume1.35K Open Interest36.00Strike Price9.90KTurnover59.54%IV0.56%PremiumDec 6, 2024Expiry Date0.57Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.6974Delta0.2743Gamma43.79Leverage Ratio-0.2173Theta0.0008Rho30.54Eff Leverage0.0075Vega