10.97Open10.80Pre Close20 Volume23 Open Interest45.00Strike Price21.94KTurnover1669.87%IV0.13%PremiumJul 26, 2024Expiry Date10.90Intrinsic Value100Multiplier-1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9651Delta0.0111Gamma5.08Leverage Ratio-12.5697Theta0.0000Rho4.90Eff Leverage0.0003Vega