2.05Open2.39Pre Close46 Volume408 Open Interest125.00Strike Price9.50KTurnover14.82%IV2.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry2.05Extrinsic Value100Contract SizeAmericanOptions Type0.4811Delta0.0836Gamma71.04Leverage Ratio-0.0462Theta0.0389Rho34.18Eff Leverage0.1282Vega