3.60Open4.13Pre Close27 Volume532 Open Interest145.00Strike Price9.96KTurnover22.56%IV2.06%PremiumDec 20, 2024Expiry Date0.54Intrinsic Value100Multiplier27DDays to Expiry2.98Extrinsic Value100Contract SizeAmericanOptions Type-0.4956Delta0.0458Gamma40.13Leverage Ratio-0.0585Theta-0.0461Rho-19.89Eff Leverage0.1561Vega