2.67Open2.50Pre Close43 Volume163 Open Interest40.00Strike Price10.86KTurnover37.72%IV0.40%PremiumDec 6, 2024Expiry Date2.30Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.9304Delta0.0811Gamma17.70Leverage Ratio-0.0303Theta0.0039Rho16.47Eff Leverage0.0058Vega