0.26Open0.35Pre Close492 Volume627 Open Interest3.00Strike Price10.67KTurnover352.87%IV0.47%PremiumNov 29, 2024Expiry Date0.20Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8670Delta1.1734Gamma15.59Leverage Ratio-0.2031Theta0.0000Rho13.51Eff Leverage0.0001Vega