9.50Open10.88Pre Close10 Volume20 Open Interest40.00Strike Price9.50KTurnover91.83%IV0.04%PremiumNov 15, 2024Expiry Date9.48Intrinsic Value100Multiplier14DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9003Delta0.0197Gamma4.95Leverage Ratio-0.0595Theta0.0132Rho4.45Eff Leverage0.0170Vega