8.85Open11.50Pre Close10 Volume85 Open Interest380.00Strike Price9.67KTurnover38.76%IV0.37%PremiumOct 18, 2024Expiry Date8.31Intrinsic Value100Multiplier2DDays to Expiry1.37Extrinsic Value100Contract SizeAmericanOptions Type-0.7743Delta0.0284Gamma38.72Leverage Ratio-0.8013Theta-0.0141Rho-29.98Eff Leverage0.0823Vega