3.72Open5.10Pre Close26 Volume19 Open Interest112.00Strike Price9.64KTurnover33.38%IV1.21%PremiumDec 20, 2024Expiry Date2.61Intrinsic Value100Multiplier4DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type0.7612Delta0.0798Gamma35.65Leverage Ratio-0.1762Theta0.0087Rho27.13Eff Leverage0.0361Vega
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