51.97Open47.80Pre Close2 Volume450 Open Interest95.00Strike Price10.39KTurnover125.98%IV0.91%PremiumJan 17, 2025Expiry Date50.65Intrinsic Value100Multiplier11DDays to Expiry1.32Extrinsic Value100Contract SizeAmericanOptions Type0.9816Delta0.0014Gamma2.86Leverage Ratio-0.0725Theta0.0272Rho2.80Eff Leverage0.0113Vega