0.20Open0.35Pre Close737 Volume11.10K Open Interest7.00Strike Price10.06KTurnover2881.39%IV0.29%PremiumJan 17, 2025Expiry Date0.20Intrinsic Value100Multiplier-2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8008Delta1.2204Gamma30.22Leverage Ratio-64.5683Theta0.0000Rho-24.20Eff Leverage0.0000Vega