0.10Open0.05Pre Close577 Volume341 Open Interest49.00Strike Price10.60KTurnover80.90%IV3.50%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1782Delta0.1651Gamma316.60Leverage Ratio-0.3354Theta0.0001Rho56.43Eff Leverage0.0051Vega