0.80Open0.47Pre Close125 Volume1.35K Open Interest36.00Strike Price9.90KTurnover59.54%IV0.77%PremiumDec 6, 2024Expiry Date0.49Intrinsic Value100Multiplier1DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.6974Delta0.2743Gamma47.08Leverage Ratio-0.2173Theta0.0008Rho32.84Eff Leverage0.0075Vega