99.60Open83.29Pre Close1 Volume43 Open Interest1150.00Strike Price9.96KTurnover23.82%IV0.45%PremiumDec 20, 2024Expiry Date94.01Intrinsic Value100Multiplier22DDays to Expiry5.59Extrinsic Value100Contract SizeAmericanOptions Type0.9212Delta0.0020Gamma12.48Leverage Ratio-0.3647Theta0.6352Rho11.49Eff Leverage0.4502Vega