0.24Open0.28Pre Close427 Volume431 Open Interest4.50Strike Price10.34KTurnover80.18%IV2.38%PremiumNov 1, 2024Expiry Date0.13Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.6596Delta0.9374Gamma19.70Leverage Ratio-0.0192Theta0.0003Rho13.00Eff Leverage0.0018Vega