0.55Open0.30Pre Close225 Volume1.14K Open Interest19.50Strike Price10.65KTurnover32.87%IV0.15%PremiumSep 20, 2024Expiry Date0.42Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8742Delta0.5855Gamma44.27Leverage Ratio-0.0248Theta0.0005Rho38.70Eff Leverage0.0022Vega