0.45Open0.50Pre Close230 Volume646 Open Interest25.00Strike Price9.70KTurnover37.38%IV6.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.3346Delta0.1707Gamma53.13Leverage Ratio-0.0197Theta0.0043Rho17.78Eff Leverage0.0208Vega