0.15Open0.11Pre Close424 Volume1.80K Open Interest50.00Strike Price9.62KTurnover34.47%IV0.54%PremiumOct 4, 2024Expiry Date0.02Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.5052Delta0.5271Gamma161.23Leverage Ratio-0.2165Theta-0.0005Rho-81.46Eff Leverage0.0088Vega