2.65Open1.27Pre Close33 Volume72 Open Interest255.00Strike Price10.92KTurnover46.10%IV0.60%PremiumJul 12, 2024Expiry Date1.30Intrinsic Value100Multiplier0DDays to Expiry1.53Extrinsic Value100Contract SizeAmericanOptions Type0.5901Delta0.0625Gamma80.09Leverage Ratio-1.8943Theta0.0041Rho47.26Eff Leverage0.0524Vega