0.19Open0.38Pre Close602 Volume66 Open Interest79.00Strike Price10.77KTurnover25.22%IV1.96%PremiumJul 24, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.1889Delta0.1794Gamma500.77Leverage Ratio-0.0957Theta0.0009Rho94.59Eff Leverage0.0162Vega