5.60Open4.50Pre Close20 Volume1.60K Open Interest370.00Strike Price9.56KTurnover21.65%IV0.65%PremiumSep 20, 2024Expiry Date3.97Intrinsic Value100Multiplier8DDays to Expiry2.43Extrinsic Value100Contract SizeAmericanOptions Type0.6487Delta0.0309Gamma51.58Leverage Ratio-0.3174Theta0.0516Rho33.46Eff Leverage0.2053Vega