9.20Open8.95Pre Close4 Volume75 Open Interest230.00Strike Price3.63KTurnover46.52%IV5.44%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry9.10Extrinsic Value100Contract SizeAmericanOptions Type-0.4165Delta0.0138Gamma25.39Leverage Ratio-0.2135Theta-0.0643Rho-10.58Eff Leverage0.2375Vega