0.50Open0.60Pre Close420 Volume848 Open Interest44.50Strike Price10.67KTurnover38.70%IV2.70%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.3236Delta0.2063Gamma121.22Leverage Ratio-0.0866Theta0.0015Rho39.23Eff Leverage0.0162Vega