0.53Open0.55Pre Close205 Volume106 Open Interest6.00Strike Price10.92KTurnover97.92%IV0.93%PremiumOct 25, 2024Expiry Date0.61Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8441Delta0.4432Gamma8.29Leverage Ratio-0.0160Theta-0.0005Rho-7.00Eff Leverage0.0013Vega