0.95Open1.35Pre Close204 Volume1.06K Open Interest77.50Strike Price9.60KTurnover22.17%IV2.61%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.2485Delta0.1421Gamma233.48Leverage Ratio-0.0582Theta0.0033Rho58.01Eff Leverage0.0318Vega