0.06Open0.06Pre Close2.20K Volume4.56K Open Interest11.50Strike Price10.96KTurnover116.07%IV9.35%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1107Delta0.1902Gamma229.45Leverage Ratio-0.0476Theta-0.0001Rho-25.41Eff Leverage0.0016Vega