6.50Open6.60Pre Close16 Volume571 Open Interest30.00Strike Price10.15KTurnover179.10%IV0.08%PremiumDec 20, 2024Expiry Date5.70Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8535Delta0.0515Gamma4.05Leverage Ratio-0.1262Theta-0.0025Rho-3.46Eff Leverage0.0057Vega