3.20Open3.67Pre Close32 Volume320 Open Interest48.00Strike Price10.71KTurnover46.50%IV0.07%PremiumDec 20, 2024Expiry Date3.33Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9350Delta0.0644Gamma13.24Leverage Ratio-0.0276Theta-0.0031Rho-12.38Eff Leverage0.0057Vega
Chris12 : Only by lowering the price can Institutions with large funds rebalance at the end of the year, there will be a reaction next week.