0.40Open0.45Pre Close254 Volume212 Open Interest15.00Strike Price10.87KTurnover219.14%IV88.26%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2248Delta0.0638Gamma17.39Leverage Ratio-0.0290Theta0.0009Rho3.91Eff Leverage0.0064Vega