0.10Open0.11Pre Close1 Volume394 Open Interest13.00Strike Price10.00Turnover36.17%IV4.66%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.2438Delta0.3737Gamma108.24Leverage Ratio-0.0120Theta-0.0009Rho-26.39Eff Leverage0.0073Vega