10.55Open7.24Pre Close10 Volume741 Open Interest24.50Strike Price10.65KTurnover198.89%IV0.71%PremiumNov 22, 2024Expiry Date10.50Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9697Delta0.0098Gamma3.30Leverage Ratio-0.0571Theta0.0024Rho3.20Eff Leverage0.0024Vega