2.20Open1.40Pre Close41 Volume139 Open Interest45.00Strike Price9.72KTurnover37.04%IV0.43%PremiumOct 18, 2024Expiry Date2.05Intrinsic Value100Multiplier12DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.7639Delta0.0972Gamma18.27Leverage Ratio-0.0454Theta0.0110Rho13.96Eff Leverage0.0263Vega