5.50Open4.25Pre Close17 Volume412 Open Interest20.00Strike Price9.72KTurnover187.94%IV0.35%PremiumJan 17, 2025Expiry Date5.54Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9590Delta0.0237Gamma4.60Leverage Ratio-0.0574Theta0.0011Rho4.41Eff Leverage0.0017Vega