11.51Open11.26Pre Close9 Volume29 Open Interest5.00Strike Price10.42KTurnover999.32%IV2.21%PremiumDec 6, 2024Expiry Date11.28Intrinsic Value100Multiplier3DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.9600Delta0.0058Gamma1.40Leverage Ratio-0.1973Theta0.0003Rho1.34Eff Leverage0.0013Vega