2.60Open3.30Pre Close37 Volume20 Open Interest5.00Strike Price9.51KTurnover219.35%IV14.68%PremiumDec 20, 2024Expiry Date2.07Intrinsic Value100Multiplier26DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.7302Delta0.1937Gamma1.29Leverage Ratio-0.0105Theta-0.0025Rho-0.94Eff Leverage0.0026Vega