0.11Open0.11Pre Close890 Volume270 Open Interest5.00Strike Price10.09KTurnover42.55%IV1.09%PremiumDec 27, 2024Expiry Date0.07Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6172Delta1.6738Gamma40.52Leverage Ratio-0.0117Theta0.0003Rho25.01Eff Leverage0.0020Vega