0.23Open0.30Pre Close538 Volume525 Open Interest52.00Strike Price10.97KTurnover62.44%IV6.42%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1435Delta0.0684Gamma221.20Leverage Ratio-0.1091Theta-0.0007Rho-31.74Eff Leverage0.0120Vega