0.06Open0.06Pre Close2.20K Volume4.56K Open Interest11.50Strike Price10.96KTurnover108.23%IV9.35%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1107Delta0.1901Gamma229.45Leverage Ratio-0.0430Theta-0.0001Rho-25.40Eff Leverage0.0017Vega