15.98Open10.80Pre Close6 Volume146 Open Interest520.00Strike Price9.92KTurnover42.58%IV2.51%PremiumNov 15, 2024Expiry Date6.39Intrinsic Value100Multiplier15DDays to Expiry12.91Extrinsic Value100Contract SizeAmericanOptions Type-0.5328Delta0.0090Gamma24.81Leverage Ratio-0.5650Theta-0.1068Rho-13.22Eff Leverage0.4141Vega