5.20Open6.90Pre Close24 Volume127 Open Interest185.00Strike Price10.75KTurnover21.60%IV2.32%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier17DDays to Expiry4.29Extrinsic Value100Contract SizeAmericanOptions Type0.5270Delta0.0462Gamma51.04Leverage Ratio-0.1138Theta0.0436Rho26.90Eff Leverage0.1586Vega