1.15Open0.86Pre Close99 Volume437 Open Interest111.00Strike Price10.96KTurnover30.77%IV0.74%PremiumDec 27, 2024Expiry Date0.38Intrinsic Value100Multiplier2DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type0.5712Delta0.1638Gamma95.20Leverage Ratio-0.3224Theta0.0031Rho54.38Eff Leverage0.0306Vega