5.12Open5.80Pre Close20 Volume32 Open Interest50.00Strike Price10.81KTurnover69.65%IV4.32%PremiumDec 20, 2024Expiry Date4.35Intrinsic Value100Multiplier23DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type0.7174Delta0.0351Gamma8.56Leverage Ratio-0.0734Theta0.0211Rho6.14Eff Leverage0.0468Vega