6.25Open5.62Pre Close16 Volume113 Open Interest49.00Strike Price10.02KTurnover85.89%IV0.74%PremiumDec 6, 2024Expiry Date5.79Intrinsic Value100Multiplier2DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.9611Delta0.0234Gamma9.25Leverage Ratio-0.0562Theta0.0027Rho8.89Eff Leverage0.0035Vega