0.20Open0.14Pre Close855 Volume1.60K Open Interest68.00Strike Price10.79KTurnover98.40%IV6.54%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0755Delta0.0526Gamma710.33Leverage Ratio-0.2771Theta0.0001Rho53.62Eff Leverage0.0039Vega