46.70Open48.76Pre Close2 Volume380 Open Interest240.00Strike Price9.34KTurnover38.61%IV1.32%PremiumNov 15, 2024Expiry Date42.97Intrinsic Value100Multiplier20DDays to Expiry3.73Extrinsic Value100Contract SizeAmericanOptions Type0.9706Delta0.0026Gamma6.45Leverage Ratio-0.0692Theta0.1272Rho6.26Eff Leverage0.0445Vega