0.55Open0.49Pre Close174 Volume696 Open Interest24.00Strike Price10.99KTurnover31.01%IV0.98%PremiumDec 13, 2024Expiry Date0.52Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.8475Delta0.4837Gamma42.31Leverage Ratio-0.0296Theta-0.0008Rho-35.85Eff Leverage0.0038Vega