2.97Open13.00Pre Close148 Volume48 Open Interest830.00Strike Price10.94KTurnover88.36%IV8.60%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0023Delta0.0003Gamma50953.00Leverage Ratio-0.1643Theta0.0000Rho116.10Eff Leverage0.0018Vega