11.74Open7.90Pre Close8 Volume50 Open Interest35.00Strike Price9.51KTurnover173.36%IV0.96%PremiumDec 20, 2024Expiry Date11.68Intrinsic Value100Multiplier4DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.9808Delta0.0121Gamma1.99Leverage Ratio-0.0159Theta-0.0022Rho-1.95Eff Leverage0.0012Vega