3.60Open5.40Pre Close31 Volume192 Open Interest182.50Strike Price9.95KTurnover39.40%IV0.54%PremiumDec 27, 2024Expiry Date1.21Intrinsic Value100Multiplier1DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type0.6377Delta0.1041Gamma86.25Leverage Ratio-0.7782Theta0.0028Rho55.00Eff Leverage0.0343Vega