0.85Open1.16Pre Close109 Volume866 Open Interest11.50Strike Price10.46KTurnover130.49%IV0.68%PremiumDec 20, 2024Expiry Date1.21Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8964Delta0.1385Gamma10.13Leverage Ratio-0.0501Theta0.0006Rho9.08Eff Leverage0.0018Vega