0.80Open0.70Pre Close116 Volume965 Open Interest9.00Strike Price10.64KTurnover153.86%IV2.47%PremiumOct 4, 2024Expiry Date0.90Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.7075Delta0.2597Gamma7.36Leverage Ratio-0.0568Theta-0.0007Rho-5.21Eff Leverage0.0030Vega