0.40Open0.30Pre Close868 Volume561 Open Interest11.50Strike Price10.87KTurnover180.08%IV10.73%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.2047Delta0.1739Gamma63.40Leverage Ratio-0.1295Theta-0.0001Rho-12.98Eff Leverage0.0026Vega