11.60Open9.65Pre Close9 Volume8 Open Interest120.00Strike Price10.34KTurnover58.17%IV4.48%PremiumNov 15, 2024Expiry Date6.20Intrinsic Value100Multiplier24DDays to Expiry5.10Extrinsic Value100Contract SizeAmericanOptions Type-0.6030Delta0.0226Gamma11.00Leverage Ratio-0.1277Theta-0.0455Rho-6.63Eff Leverage0.1137Vega