6.15Open6.23Pre Close17 Volume288 Open Interest605.00Strike Price10.95KTurnover23.31%IV0.42%PremiumDec 6, 2024Expiry Date4.27Intrinsic Value100Multiplier2DDays to Expiry2.51Extrinsic Value100Contract SizeAmericanOptions Type-0.6192Delta0.0348Gamma89.00Leverage Ratio-1.0079Theta-0.0208Rho-55.11Eff Leverage0.1796Vega