3.62Open3.75Pre Close27 Volume1.34K Open Interest16.00Strike Price9.71KTurnover175.57%IV0.12%PremiumDec 20, 2024Expiry Date3.55Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.9364Delta0.0641Gamma3.51Leverage Ratio-0.0328Theta-0.0010Rho-3.28Eff Leverage0.0014Vega