2.66Open2.45Pre Close41 Volume226 Open Interest12.00Strike Price10.87KTurnover125.94%IV0.90%PremiumDec 6, 2024Expiry Date2.52Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9371Delta0.0653Gamma5.63Leverage Ratio-0.0286Theta0.0012Rho5.27Eff Leverage0.0019Vega