0.05Open0.15Pre Close801 Volume1.89K Open Interest20.00Strike Price10.35KTurnover52.28%IV0.12%PremiumOct 4, 2024Expiry Date0.14Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.7695Delta1.5931Gamma122.03Leverage Ratio-0.2468Theta0.0001Rho93.90Eff Leverage0.0011Vega