4.55Open4.55Pre Close24 Volume1.15K Open Interest109.00Strike Price10.71KTurnover108.20%IV3.89%PremiumDec 20, 2024Expiry Date0.27Intrinsic Value100Multiplier3DDays to Expiry4.23Extrinsic Value100Contract SizeAmericanOptions Type-0.4915Delta0.0367Gamma24.16Leverage Ratio-0.7546Theta-0.0047Rho-11.87Eff Leverage0.0401Vega