0.06Open0.06Pre Close381 Volume403 Open Interest27.00Strike Price10.59KTurnover59.90%IV2.81%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.3578Delta0.2743Gamma80.74Leverage Ratio-0.1114Theta-0.0007Rho-28.89Eff Leverage0.0085Vega