19.53Open36.69Pre Close5 Volume0 Open Interest555.00Strike Price9.77KTurnover31.80%IV0.23%PremiumDec 6, 2024Expiry Date18.28Intrinsic Value100Multiplier2DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type-0.9226Delta0.0118Gamma28.25Leverage Ratio-0.3109Theta-0.0210Rho-26.06Eff Leverage0.0589Vega