9.66Open11.70Pre Close10 Volume60 Open Interest75.00Strike Price10.01KTurnover90.95%IV4.87%PremiumNov 15, 2024Expiry Date7.20Intrinsic Value100Multiplier22DDays to Expiry3.30Extrinsic Value100Contract SizeAmericanOptions Type-0.6281Delta0.0249Gamma6.46Leverage Ratio-0.1246Theta-0.0282Rho-4.06Eff Leverage0.0634Vega