1.12Open0.86Pre Close102 Volume567 Open Interest46.00Strike Price10.77KTurnover45.27%IV2.29%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.4535Delta0.1714Gamma54.22Leverage Ratio-0.1091Theta0.0025Rho24.59Eff Leverage0.0202Vega