4.40Open3.25Pre Close26 Volume132 Open Interest70.00Strike Price10.13KTurnover54.46%IV4.69%PremiumJan 17, 2025Expiry Date0.30Intrinsic Value100Multiplier15DDays to Expiry3.30Extrinsic Value100Contract SizeAmericanOptions Type0.5573Delta0.0506Gamma21.30Leverage Ratio-0.1085Theta0.0148Rho11.87Eff Leverage0.0565Vega