0.15Open0.10Pre Close1.19K Volume2.51K Open Interest8.00Strike Price9.76KTurnover348.13%IV30.98%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0987Delta0.1504Gamma122.92Leverage Ratio-0.0500Theta0.0000Rho12.14Eff Leverage0.0006Vega