3.85Open3.47Pre Close31 Volume78 Open Interest427.50Strike Price10.81KTurnover20.54%IV0.67%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry2.79Extrinsic Value100Contract SizeAmericanOptions Type-0.4231Delta0.0487Gamma142.06Leverage Ratio-0.5453Theta-0.0140Rho-60.10Eff Leverage0.1536Vega