0.06Open0.04Pre Close1.82K Volume1.57K Open Interest73.00Strike Price10.81KTurnover112.18%IV2.05%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0310Delta0.0847Gamma7452.00Leverage Ratio-0.7588Theta0.0000Rho-231.12Eff Leverage0.0005Vega