5.30Open4.84Pre Close20 Volume493 Open Interest75.00Strike Price10.77KTurnover30.73%IV1.72%PremiumDec 20, 2024Expiry Date4.14Intrinsic Value100Multiplier20DDays to Expiry1.36Extrinsic Value100Contract SizeAmericanOptions Type0.7935Delta0.0503Gamma15.83Leverage Ratio-0.0479Theta0.0314Rho12.56Eff Leverage0.0527Vega