9.50Open2.89Pre Close10 Volume10 Open Interest17.50Strike Price9.50KTurnover151.07%IV5.30%PremiumDec 20, 2024Expiry Date8.14Intrinsic Value100Multiplier27DDays to Expiry1.36Extrinsic Value100Contract SizeAmericanOptions Type0.8734Delta0.0197Gamma2.85Leverage Ratio-0.0422Theta0.0099Rho2.49Eff Leverage0.0145Vega