6.55Open4.50Pre Close14 Volume112 Open Interest212.50Strike Price9.69KTurnover33.19%IV0.48%PremiumOct 4, 2024Expiry Date5.93Intrinsic Value100Multiplier4DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type-0.7888Delta0.0416Gamma30.95Leverage Ratio-0.2485Theta-0.0148Rho-24.41Eff Leverage0.0614Vega