3.40Open3.10Pre Close21 Volume396 Open Interest155.00Strike Price10.54KTurnover29.70%IV0.98%PremiumDec 20, 2024Expiry Date3.55Intrinsic Value100Multiplier4DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type0.7788Delta0.0610Gamma37.31Leverage Ratio-0.2053Theta0.0127Rho29.05Eff Leverage0.0487Vega