3.50Open2.65Pre Close30 Volume754 Open Interest75.00Strike Price10.10KTurnover21.94%IV0.88%PremiumSep 20, 2024Expiry Date2.62Intrinsic Value100Multiplier7DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type0.8821Delta0.0845Gamma27.48Leverage Ratio-0.0419Theta0.0124Rho24.24Eff Leverage0.0210Vega