0.15Open0.19Pre Close806 Volume4.66K Open Interest13.00Strike Price10.65KTurnover72.76%IV6.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.2486Delta0.3345Gamma94.58Leverage Ratio-0.0381Theta0.0003Rho23.51Eff Leverage0.0041Vega