4.40Open6.10Pre Close22 Volume113 Open Interest162.50Strike Price10.91KTurnover63.95%IV0.70%PremiumOct 11, 2024Expiry Date3.84Intrinsic Value100Multiplier2DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type0.6858Delta0.0414Gamma29.31Leverage Ratio-0.7186Theta0.0071Rho20.10Eff Leverage0.0476Vega