2.50Open2.42Pre Close58 Volume65 Open Interest77.00Strike Price10.93KTurnover51.44%IV1.39%PremiumOct 11, 2024Expiry Date0.91Intrinsic Value100Multiplier4DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type-0.5646Delta0.0959Gamma36.15Leverage Ratio-0.2094Theta-0.0046Rho-20.41Eff Leverage0.0315Vega