10.75Open10.32Pre Close10 Volume835 Open Interest50.00Strike Price10.75KTurnover78.43%IV0.35%PremiumJul 19, 2024Expiry Date10.54Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.9877Delta0.0061Gamma5.72Leverage Ratio-0.0218Theta0.0060Rho5.65Eff Leverage0.0021Vega