36.40Open46.00Pre Close3 Volume60 Open Interest380.00Strike Price10.92KTurnover40.16%IV1.21%PremiumOct 18, 2024Expiry Date31.44Intrinsic Value100Multiplier20DDays to Expiry4.96Extrinsic Value100Contract SizeAmericanOptions Type0.8214Delta0.0068Gamma11.32Leverage Ratio-0.2934Theta0.1652Rho9.30Eff Leverage0.2514Vega