0.81Open0.71Pre Close112 Volume371 Open Interest98.00Strike Price10.90KTurnover6.96%IV0.04%PremiumSep 13, 2024Expiry Date0.92Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9580Delta0.1618Gamma103.04Leverage Ratio-0.0206Theta0.0061Rho98.72Eff Leverage0.0071Vega