4.80Open4.87Pre Close20 Volume848 Open Interest85.00Strike Price9.60KTurnover26.68%IV1.13%PremiumJan 17, 2025Expiry Date3.88Intrinsic Value100Multiplier23DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type-0.7384Delta0.0623Gamma17.83Leverage Ratio-0.0322Theta-0.0307Rho-13.16Eff Leverage0.0665Vega