9.50Open7.00Pre Close10 Volume29 Open Interest30.00Strike Price9.50KTurnover138.61%IV4.06%PremiumJan 17, 2025Expiry Date8.63Intrinsic Value100Multiplier22DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.7949Delta0.0396Gamma2.30Leverage Ratio-0.0443Theta-0.0126Rho-1.83Eff Leverage0.0149Vega