2.50Open2.42Pre Close58 Volume65 Open Interest77.00Strike Price10.93KTurnover52.30%IV1.43%PremiumOct 11, 2024Expiry Date0.88Intrinsic Value100Multiplier4DDays to Expiry1.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5646Delta0.0943Gamma36.51Leverage Ratio-0.2130Theta-0.0046Rho-20.61Eff Leverage0.0315Vega