0.05Open0.05Pre Close405 Volume11 Open Interest23.00Strike Price9.61KTurnover269.89%IV5.83%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2392Delta0.2426Gamma87.88Leverage Ratio-1.1891Theta0.0000Rho21.02Eff Leverage0.0015Vega