10.90Open11.20Pre Close10 Volume69 Open Interest185.00Strike Price10.96KTurnover57.90%IV3.45%PremiumAug 16, 2024Expiry Date4.89Intrinsic Value100Multiplier16DDays to Expiry6.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5541Delta0.0177Gamma15.66Leverage Ratio-0.2512Theta-0.0453Rho-8.68Eff Leverage0.1535Vega