6.65Open4.52Pre Close16 Volume374 Open Interest79.00Strike Price9.92KTurnover79.32%IV0.52%PremiumDec 20, 2024Expiry Date5.03Intrinsic Value100Multiplier3DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.8022Delta0.0512Gamma13.39Leverage Ratio-0.2353Theta-0.0049Rho-10.74Eff Leverage0.0191Vega