0.81Open1.04Pre Close107.20K Volume20.47K Open Interest78.00Strike Price9.11MTurnover10.57%IV0.01%PremiumDec 20, 2024Expiry Date0.63Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.7925Delta0.3480Gamma103.46Leverage Ratio-0.0413Theta0.0060Rho81.99Eff Leverage0.0222Vega