4.77Open5.10Pre Close21 Volume256 Open Interest25.00Strike Price10.03KTurnover142.22%IV0.74%PremiumDec 20, 2024Expiry Date4.56Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.8712Delta0.0445Gamma6.03Leverage Ratio-0.1091Theta0.0026Rho5.26Eff Leverage0.0070Vega