0.40Open0.24Pre Close242 Volume2.08K Open Interest10.00Strike Price10.89KTurnover72.14%IV1.06%PremiumSep 20, 2024Expiry Date0.34Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7255Delta0.5440Gamma22.98Leverage Ratio-0.0457Theta0.0005Rho16.67Eff Leverage0.0028Vega