0.10Open0.08Pre Close837 Volume515 Open Interest4.00Strike Price13.77KTurnover83.76%IV2.19%PremiumNov 29, 2024Expiry Date0.11Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6435Delta1.0711Gamma20.55Leverage Ratio-0.0189Theta0.0002Rho13.22Eff Leverage0.0015Vega