35.89Open25.00Pre Close3 Volume12 Open Interest1270.00Strike Price10.77KTurnover26.36%IV0.76%PremiumDec 20, 2024Expiry Date26.06Intrinsic Value100Multiplier16DDays to Expiry9.83Extrinsic Value100Contract SizeAmericanOptions Type0.6771Delta0.0050Gamma28.61Leverage Ratio-0.9092Theta0.3694Rho19.37Eff Leverage0.9815Vega