6.25Open5.62Pre Close16 Volume113 Open Interest49.00Strike Price10.02KTurnover79.89%IV0.53%PremiumDec 6, 2024Expiry Date5.90Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.9660Delta0.0227Gamma9.23Leverage Ratio-0.0464Theta0.0027Rho8.91Eff Leverage0.0031Vega