3.00Open2.14Pre Close26 Volume722 Open Interest120.00Strike Price10.75KTurnover32.15%IV1.85%PremiumJul 19, 2024Expiry Date2.68Intrinsic Value100Multiplier15DDays to Expiry2.27Extrinsic Value100Contract SizeAmericanOptions Type0.6566Delta0.0458Gamma25.29Leverage Ratio-0.1100Theta0.0314Rho16.61Eff Leverage0.0919Vega