1.78Open1.02Pre Close61 Volume104 Open Interest45.50Strike Price10.79KTurnover30.84%IV0.15%PremiumAug 2, 2024Expiry Date1.56Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8999Delta0.1445Gamma28.78Leverage Ratio-0.0438Theta0.0029Rho25.90Eff Leverage0.0069Vega