106.73Open72.43Pre Close1 Volume1 Open Interest180.00Strike Price10.67KTurnover202.59%IV0.76%PremiumOct 11, 2024Expiry Date104.57Intrinsic Value100Multiplier4DDays to Expiry2.16Extrinsic Value100Contract SizeAmericanOptions Type0.9905Delta0.0004Gamma2.71Leverage Ratio-0.1673Theta0.0180Rho2.69Eff Leverage0.0073Vega