6.97Open2.78Pre Close22 Volume758 Open Interest250.00Strike Price10.75KTurnover41.17%IV1.14%PremiumJan 17, 2025Expiry Date0.82Intrinsic Value100Multiplier2DDays to Expiry2.87Extrinsic Value100Contract SizeAmericanOptions Type0.5677Delta0.0496Gamma68.72Leverage Ratio-0.8535Theta0.0081Rho39.01Eff Leverage0.0756Vega