0.04Open0.11Pre Close814 Volume910 Open Interest15.00Strike Price10.79KTurnover50.18%IV1.88%PremiumSep 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.3996Delta0.7700Gamma106.14Leverage Ratio-0.0712Theta0.0003Rho42.41Eff Leverage0.0039Vega