0.14Open0.12Pre Close1.14K Volume3.54K Open Interest10.50Strike Price10.77KTurnover58.63%IV2.07%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.3535Delta1.0058Gamma118.11Leverage Ratio-0.0675Theta-0.0001Rho-41.75Eff Leverage0.0023Vega