32.88Open32.94Pre Close3 Volume1.14K Open Interest22.50Strike Price9.86KTurnover473.07%IV0.05%PremiumJan 17, 2025Expiry Date32.85Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9943Delta0.0008Gamma1.68Leverage Ratio-0.0431Theta0.0015Rho1.67Eff Leverage0.0007Vega