12.46Open12.56Pre Close8 Volume15 Open Interest25.00Strike Price9.96KTurnover118.64%IV0.35%PremiumDec 20, 2024Expiry Date12.31Intrinsic Value100Multiplier20DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9435Delta0.0109Gamma2.95Leverage Ratio-0.0316Theta0.0124Rho2.78Eff Leverage0.0100Vega