2.65Open2.55Pre Close40 Volume1.01K Open Interest92.50Strike Price9.78KTurnover26.00%IV0.08%PremiumDec 20, 2024Expiry Date2.53Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8829Delta0.0864Gamma35.19Leverage Ratio-0.0789Theta0.0069Rho31.07Eff Leverage0.0172Vega