10.50Open10.50Pre Close0 Volume3 Open Interest30.00Strike Price0.00Turnover75.64%IV26.30%PremiumJan 17, 2025Expiry Date3.54Intrinsic Value100Multiplier10DDays to Expiry6.96Extrinsic Value100Contract SizeAmericanOptions Type-0.8275Delta0.0788Gamma6.96Leverage Ratio-0.0400Theta-0.0056Rho-5.76Eff Leverage0.0111Vega