0.65Open0.65Pre Close171 Volume2.69K Open Interest5.00Strike Price9.86KTurnover76.14%IV2.85%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier16DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.7305Delta0.3808Gamma9.08Leverage Ratio-0.0094Theta0.0015Rho6.63Eff Leverage0.0038Vega