4.45Open2.55Pre Close15.00K Volume9.09K Open Interest222.50Strike Price10.64MTurnover83.11%IV0.33%PremiumSep 6, 2024Expiry Date7.67Intrinsic Value100Multiplier1DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type0.8235Delta0.0302Gamma27.00Leverage Ratio-1.5414Theta0.0037Rho22.23Eff Leverage0.0268Vega