5.60Open5.00Pre Close30 Volume189 Open Interest955.00Strike Price10.87KTurnover28.41%IV3.16%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry3.07Extrinsic Value100Contract SizeAmericanOptions Type0.1849Delta0.0094Gamma314.30Leverage Ratio-0.9160Theta0.0196Rho58.11Eff Leverage0.2668Vega