3.50Open3.20Pre Close31 Volume229 Open Interest100.00Strike Price10.87KTurnover38.11%IV1.33%PremiumNov 15, 2024Expiry Date2.34Intrinsic Value100Multiplier15DDays to Expiry1.36Extrinsic Value100Contract SizeAmericanOptions Type0.6393Delta0.0464Gamma22.25Leverage Ratio-0.1055Theta0.0260Rho14.22Eff Leverage0.0792Vega