3.40Open3.10Pre Close21 Volume396 Open Interest155.00Strike Price10.54KTurnover30.23%IV0.98%PremiumDec 20, 2024Expiry Date3.55Intrinsic Value100Multiplier4DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type0.7784Delta0.0610Gamma37.31Leverage Ratio-0.2122Theta0.0123Rho29.04Eff Leverage0.0479Vega