0.21Open0.23Pre Close671 Volume1.62K Open Interest46.00Strike Price10.81KTurnover33.44%IV4.56%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.1462Delta0.1357Gamma352.96Leverage Ratio-0.0406Theta0.0008Rho51.60Eff Leverage0.0116Vega