6.90Open6.55Pre Close16 Volume0 Open Interest95.00Strike Price10.89KTurnover51.13%IV0.34%PremiumSep 13, 2024Expiry Date6.60Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.9548Delta0.0277Gamma13.29Leverage Ratio-0.0449Theta-0.0039Rho-12.69Eff Leverage0.0069Vega