19.55Open16.80Pre Close3.64K Volume6.55K Open Interest420.00Strike Price10.79MTurnover60.24%IV0.30%PremiumDec 27, 2024Expiry Date42.28Intrinsic Value100Multiplier3DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type0.9700Delta0.0028Gamma10.83Leverage Ratio-0.2738Theta0.0301Rho10.50Eff Leverage0.0271Vega