35.89Open25.00Pre Close3 Volume12 Open Interest1270.00Strike Price10.77KTurnover24.07%IV1.70%PremiumDec 20, 2024Expiry Date14.01Intrinsic Value100Multiplier16DDays to Expiry21.88Extrinsic Value100Contract SizeAmericanOptions Type0.6851Delta0.0054Gamma36.69Leverage Ratio-0.8312Theta0.3754Rho25.13Eff Leverage0.9709Vega