2.67Open2.50Pre Close43 Volume163 Open Interest40.00Strike Price10.86KTurnover37.56%IV0.40%PremiumDec 6, 2024Expiry Date2.30Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.9305Delta0.0810Gamma17.70Leverage Ratio-0.0301Theta0.0040Rho16.47Eff Leverage0.0059Vega