31.44Open30.10Pre Close3.04K Volume9 Open Interest357.50Strike Price9.40MTurnover146.01%IV0.61%PremiumDec 6, 2024Expiry Date48.50Intrinsic Value100Multiplier2DDays to Expiry2.46Extrinsic Value100Contract SizeAmericanOptions Type0.9009Delta0.0042Gamma8.02Leverage Ratio-1.7476Theta0.0157Rho7.22Eff Leverage0.0500Vega