0.40Open0.49Pre Close229 Volume551 Open Interest43.50Strike Price9.07KTurnover20.54%IV0.44%PremiumDec 6, 2024Expiry Date0.36Intrinsic Value100Multiplier3DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.6699Delta0.4427Gamma82.75Leverage Ratio-0.0566Theta0.0024Rho55.44Eff Leverage0.0144Vega