0.30Open0.37Pre Close434 Volume1.37K Open Interest2.50Strike Price10.72KTurnover247.05%IV56.80%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3521Delta0.3782Gamma9.66Leverage Ratio-0.0092Theta0.0002Rho3.40Eff Leverage0.0015Vega