0.06Open0.06Pre Close2.20K Volume6.30K Open Interest11.50Strike Price10.96KTurnover133.59%IV9.35%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1164Delta0.1921Gamma229.45Leverage Ratio-0.0582Theta-0.0001Rho-26.70Eff Leverage0.0015Vega