0.54Open0.49Pre Close57 Volume369 Open Interest73.00Strike Price10.61KTurnover37.70%IV0.29%PremiumJan 10, 2025Expiry Date1.82Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.7833Delta0.1407Gamma35.07Leverage Ratio-0.1358Theta-0.0031Rho-27.47Eff Leverage0.0163Vega