0.15Open0.14Pre Close600 Volume30.46K Open Interest2.50Strike Price10.96KTurnover201.09%IV44.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3605Delta0.4091Gamma10.51Leverage Ratio-0.0079Theta0.0003Rho3.79Eff Leverage0.0017Vega