0.05Open0.07Pre Close361 Volume368 Open Interest71.00Strike Price10.15KTurnover516.75%IV0.15%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier-1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8530Delta0.4997Gamma136.10Leverage Ratio-93.0731Theta0.0000Rho116.08Eff Leverage0.0002Vega