0.69Open0.57Pre Close216 Volume3.36K Open Interest17.50Strike Price10.94KTurnover54.14%IV1.51%PremiumAug 2, 2024Expiry Date0.25Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.5905Delta0.4149Gamma33.82Leverage Ratio-0.0516Theta-0.0010Rho-19.97Eff Leverage0.0067Vega