0.55Open0.49Pre Close174 Volume696 Open Interest24.00Strike Price10.99KTurnover30.29%IV0.98%PremiumDec 13, 2024Expiry Date0.52Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.8471Delta0.4843Gamma42.31Leverage Ratio-0.0285Theta-0.0008Rho-35.84Eff Leverage0.0039Vega