6.95Open7.60Pre Close16 Volume92 Open Interest187.50Strike Price10.89KTurnover78.97%IV1.79%PremiumJul 26, 2024Expiry Date3.40Intrinsic Value100Multiplier3DDays to Expiry3.30Extrinsic Value100Contract SizeAmericanOptions Type-0.5801Delta0.0285Gamma25.05Leverage Ratio-0.8771Theta-0.0095Rho-14.53Eff Leverage0.0681Vega