0.27Open0.35Pre Close643 Volume897 Open Interest23.00Strike Price10.45KTurnover51.79%IV1.27%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.4494Delta0.5256Gamma91.48Leverage Ratio-0.1292Theta0.0004Rho41.12Eff Leverage0.0058Vega