3.90Open2.49Pre Close26 Volume145 Open Interest15.00Strike Price10.99KTurnover118.09%IV0.93%PremiumNov 15, 2024Expiry Date4.37Intrinsic Value100Multiplier14DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.8919Delta0.0418Gamma4.17Leverage Ratio-0.0313Theta0.0048Rho3.71Eff Leverage0.0070Vega