11.84Open12.16Pre Close9 Volume3 Open Interest15.00Strike Price10.66KTurnover5050.04%IV0.43%PremiumDec 27, 2024Expiry Date11.73Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9935Delta0.0028Gamma2.27Leverage Ratio-6.2037Theta0.0000Rho2.26Eff Leverage0.0000Vega