0.93Open0.51Pre Close94 Volume438 Open Interest9.00Strike Price10.01KTurnover46.71%IV1.03%PremiumDec 20, 2024Expiry Date1.02Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.8842Delta0.1984Gamma9.32Leverage Ratio-0.0069Theta0.0034Rho8.24Eff Leverage0.0041Vega