8.35Open10.70Pre Close13 Volume237 Open Interest600.00Strike Price10.94KTurnover31.98%IV5.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry8.80Extrinsic Value100Contract SizeAmericanOptions Type-0.2716Delta0.0064Gamma72.48Leverage Ratio-0.3377Theta-0.1058Rho-19.68Eff Leverage0.5341Vega