0.70Open0.80Pre Close167 Volume4.26K Open Interest10.00Strike Price10.77KTurnover57.90%IV3.91%PremiumJan 17, 2025Expiry Date0.23Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.5978Delta0.2593Gamma14.11Leverage Ratio-0.0132Theta0.0034Rho8.44Eff Leverage0.0100Vega