0.45Open0.28Pre Close186 Volume802 Open Interest10.00Strike Price10.60KTurnover5012.39%IV0.63%PremiumDec 20, 2024Expiry Date0.54Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6362Delta0.2838Gamma18.02Leverage Ratio-88.7463Theta0.0000Rho-11.46Eff Leverage0.0001Vega