3.77Open5.45Pre Close25 Volume13 Open Interest49.00Strike Price9.77KTurnover173.75%IV2.31%PremiumNov 8, 2024Expiry Date3.00Intrinsic Value100Multiplier2DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.6987Delta0.0503Gamma11.75Leverage Ratio-0.6319Theta0.0019Rho8.21Eff Leverage0.0139Vega