0.85Open0.75Pre Close134 Volume332 Open Interest55.00Strike Price10.77KTurnover21.82%IV0.55%PremiumDec 13, 2024Expiry Date0.11Intrinsic Value100Multiplier2DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.5247Delta0.4408Gamma139.51Leverage Ratio-0.1047Theta0.0016Rho73.20Eff Leverage0.0165Vega