2.45Open2.32Pre Close45 Volume54 Open Interest45.00Strike Price10.98KTurnover16.54%IV0.51%PremiumAug 16, 2024Expiry Date2.21Intrinsic Value100Multiplier20DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9060Delta0.0906Gamma19.47Leverage Ratio-0.0133Theta0.0227Rho17.64Eff Leverage0.0188Vega