6.97Open2.78Pre Close22 Volume758 Open Interest250.00Strike Price10.75KTurnover45.10%IV1.04%PremiumJan 17, 2025Expiry Date1.09Intrinsic Value100Multiplier2DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type0.5637Delta0.0455Gamma65.22Leverage Ratio-0.9379Theta0.0080Rho36.76Eff Leverage0.0756Vega