0.05Open0.07Pre Close2.79K Volume7.88K Open Interest12.50Strike Price9.45KTurnover108.59%IV8.48%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0854Delta0.2395Gamma462.00Leverage Ratio-0.0504Theta0.0000Rho39.47Eff Leverage0.0009Vega