19.55Open16.80Pre Close3.64K Volume6.55K Open Interest420.00Strike Price10.79MTurnover67.08%IV0.30%PremiumDec 27, 2024Expiry Date42.28Intrinsic Value100Multiplier2DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type0.9682Delta0.0029Gamma10.83Leverage Ratio-0.3177Theta0.0249Rho10.48Eff Leverage0.0259Vega