1.12Open0.86Pre Close102 Volume567 Open Interest46.00Strike Price10.77KTurnover44.20%IV2.25%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.4677Delta0.1757Gamma54.25Leverage Ratio-0.1073Theta0.0026Rho25.37Eff Leverage0.0204Vega