3.66Open2.31Pre Close26 Volume2.64K Open Interest91.50Strike Price9.70KTurnover37.73%IV0.45%PremiumDec 20, 2024Expiry Date3.36Intrinsic Value100Multiplier1DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.9559Delta0.0551Gamma26.31Leverage Ratio-0.0250Theta-0.0017Rho-25.15Eff Leverage0.0044Vega