0.36Open0.43Pre Close536 Volume17 Open Interest18.00Strike Price9.78KTurnover19.53%IV0.50%PremiumNov 22, 2024Expiry Date0.04Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5421Delta1.3042Gamma128.29Leverage Ratio-0.0232Theta-0.0007Rho-69.54Eff Leverage0.0062Vega