2.97Open13.00Pre Close148 Volume48 Open Interest830.00Strike Price10.94KTurnover92.97%IV8.62%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0029Delta0.0004Gamma50941.67Leverage Ratio-0.2154Theta0.0000Rho145.58Eff Leverage0.0022Vega