0.04Open0.11Pre Close814 Volume910 Open Interest15.00Strike Price10.79KTurnover48.93%IV1.88%PremiumSep 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.3997Delta0.7703Gamma106.14Leverage Ratio-0.0669Theta0.0003Rho42.42Eff Leverage0.0040Vega