0.20Open0.38Pre Close214 Volume3.01K Open Interest33.00Strike Price9.95KTurnover32.49%IV0.55%PremiumJan 17, 2025Expiry Date0.20Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.5980Delta0.5199Gamma80.99Leverage Ratio-0.0931Theta-0.0009Rho-48.43Eff Leverage0.0089Vega