4.20Open3.70Pre Close24 Volume202 Open Interest8.00Strike Price10.99KTurnover8375.42%IV0.24%PremiumSep 27, 2024Expiry Date4.72Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9897Delta0.0102Gamma2.71Leverage Ratio-14.3054Theta0.0000Rho2.68Eff Leverage0.0000Vega