0.02Open0.03Pre Close5 Volume147 Open Interest312.50Strike Price10.00Turnover56.76%IV10.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0056Delta0.0014Gamma14115.00Leverage Ratio-0.0199Theta0.0001Rho79.66Eff Leverage0.0032Vega