0.30Open0.15Pre Close448 Volume382 Open Interest25.50Strike Price10.96KTurnover24.01%IV0.39%PremiumNov 15, 2024Expiry Date0.11Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.6249Delta1.0338Gamma121.95Leverage Ratio-0.0710Theta0.0006Rho76.21Eff Leverage0.0058Vega