0.05Open0.05Pre Close1.07K Volume404 Open Interest6.50Strike Price10.45KTurnover81.03%IV3.45%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3619Delta1.2011Gamma85.07Leverage Ratio-0.0549Theta0.0001Rho30.79Eff Leverage0.0014Vega