9.35Open9.46Pre Close13 Volume158 Open Interest17.00Strike Price12.39KTurnover157.75%IV1.28%PremiumSep 20, 2024Expiry Date9.46Intrinsic Value100Multiplier6DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.9874Delta0.0059Gamma2.79Leverage Ratio-0.0143Theta0.0029Rho2.75Eff Leverage0.0011Vega