11.70Open4.85Pre Close8 Volume11 Open Interest40.00Strike Price9.36KTurnover88.04%IV0.74%PremiumJan 17, 2025Expiry Date11.32Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.9948Delta0.0029Gamma4.52Leverage Ratio-0.0105Theta0.0051Rho4.50Eff Leverage0.0009Vega