0.36Open0.28Pre Close217 Volume556 Open Interest31.50Strike Price9.60KTurnover14.62%IV0.16%PremiumDec 6, 2024Expiry Date0.50Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.9395Delta0.4464Gamma61.39Leverage Ratio-0.0050Theta-0.0008Rho-57.67Eff Leverage0.0026Vega