10.94Open11.75Pre Close1.88K Volume509 Open Interest582.50Strike Price1.36MTurnover29.16%IV0.71%PremiumOct 18, 2024Expiry Date4.82Intrinsic Value100Multiplier3DDays to Expiry4.18Extrinsic Value100Contract SizeAmericanOptions Type0.5849Delta0.0247Gamma64.19Leverage Ratio-1.1201Theta0.0285Rho37.54Eff Leverage0.2107Vega