2.45Open2.30Pre Close32 Volume109 Open Interest30.00Strike Price9.97KTurnover57.90%IV1.87%PremiumOct 11, 2024Expiry Date2.79Intrinsic Value100Multiplier3DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.9712Delta0.0542Gamma9.72Leverage Ratio-0.0092Theta-0.0013Rho-9.44Eff Leverage0.0016Vega