0.30Open0.35Pre Close297 Volume71 Open Interest8.00Strike Price10.77KTurnover102.99%IV1.44%PremiumJul 26, 2024Expiry Date0.33Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6656Delta0.3973Gamma15.15Leverage Ratio-0.0431Theta0.0006Rho10.08Eff Leverage0.0032Vega