0.35Open0.30Pre Close206 Volume11.37K Open Interest8.00Strike Price10.45KTurnover73.36%IV0.10%PremiumDec 6, 2024Expiry Date0.64Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9718Delta0.1817Gamma12.34Leverage Ratio-0.0049Theta0.0002Rho12.00Eff Leverage0.0003Vega