0.14Open0.15Pre Close762 Volume1.76K Open Interest1.50Strike Price9.49KTurnover75.30%IV0.36%PremiumDec 27, 2024Expiry Date0.12Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8177Delta2.3893Gamma11.08Leverage Ratio-0.0034Theta-0.0001Rho-9.06Eff Leverage0.0004Vega