25.00Open21.30Pre Close4 Volume35 Open Interest370.00Strike Price10.61KTurnover29.32%IV1.31%PremiumSep 20, 2024Expiry Date25.53Intrinsic Value100Multiplier7DDays to Expiry5.17Extrinsic Value100Contract SizeAmericanOptions Type0.9573Delta0.0056Gamma14.95Leverage Ratio-0.1439Theta0.0676Rho14.31Eff Leverage0.0498Vega