0.20Open0.38Pre Close214 Volume3.01K Open Interest33.00Strike Price9.95KTurnover31.10%IV0.55%PremiumJan 17, 2025Expiry Date0.20Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.5976Delta0.5196Gamma80.99Leverage Ratio-0.0835Theta-0.0010Rho-48.40Eff Leverage0.0093Vega