52.35Open21.00Pre Close2 Volume13 Open Interest220.00Strike Price10.47KTurnover50.84%IV2.46%PremiumNov 15, 2024Expiry Date45.79Intrinsic Value100Multiplier15DDays to Expiry6.53Extrinsic Value100Contract SizeAmericanOptions Type0.9691Delta0.0025Gamma5.71Leverage Ratio-0.0854Theta0.0903Rho5.53Eff Leverage0.0383Vega