10.55Open7.24Pre Close10 Volume741 Open Interest24.50Strike Price10.65KTurnover194.96%IV0.71%PremiumNov 22, 2024Expiry Date10.50Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9698Delta0.0097Gamma3.30Leverage Ratio-0.0553Theta0.0025Rho3.20Eff Leverage0.0025Vega