7.70Open9.50Pre Close14 Volume42 Open Interest80.00Strike Price10.77KTurnover58.08%IV4.32%PremiumDec 20, 2024Expiry Date4.33Intrinsic Value100Multiplier31DDays to Expiry3.27Extrinsic Value100Contract SizeAmericanOptions Type-0.5891Delta0.0305Gamma10.02Leverage Ratio-0.0751Theta-0.0380Rho-5.90Eff Leverage0.0862Vega