0.15Open0.21Pre Close99.35K Volume8.96K Open Interest597.00Strike Price9.60MTurnover1445.80%IV0.27%PremiumDec 18, 2024Expiry Date10.72Intrinsic Value100Multiplier0DDays to Expiry1.58Extrinsic Value100Contract SizeAmericanOptions Type-0.7497Delta0.0206Gamma50.11Leverage Ratio-2050.3199Theta0.0000Rho-37.57Eff Leverage0.0034Vega