10.95Open10.96Pre Close2 Volume515 Open Interest83.00Strike Price2.19KTurnover84.87%IV0.02%PremiumJul 19, 2024Expiry Date10.93Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9884Delta0.0058Gamma8.56Leverage Ratio-0.0331Theta0.0035Rho8.46Eff Leverage0.0019Vega