0.06Open0.07Pre Close767 Volume2.56K Open Interest34.00Strike Price10.24KTurnover76.66%IV0.50%PremiumDec 20, 2024Expiry Date0.23Intrinsic Value100Multiplier0DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.6412Delta0.7106Gamma85.58Leverage Ratio-0.6865Theta0.0001Rho54.87Eff Leverage0.0026Vega