2.50Open2.42Pre Close58 Volume65 Open Interest77.00Strike Price10.93KTurnover52.76%IV1.38%PremiumOct 11, 2024Expiry Date0.92Intrinsic Value100Multiplier4DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type-0.5606Delta0.0936Gamma35.39Leverage Ratio-0.2154Theta-0.0045Rho-19.84Eff Leverage0.0315Vega