2.86Open11.03Pre Close36 Volume82 Open Interest125.00Strike Price9.24KTurnover31.25%IV1.87%PremiumNov 15, 2024Expiry Date0.67Intrinsic Value100Multiplier15DDays to Expiry2.33Extrinsic Value100Contract SizeAmericanOptions Type-0.5106Delta0.0499Gamma36.04Leverage Ratio-0.0970Theta-0.0250Rho-18.40Eff Leverage0.1026Vega