0.19Open0.38Pre Close602 Volume66 Open Interest79.00Strike Price10.77KTurnover25.74%IV1.96%PremiumJul 24, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.1888Delta0.1793Gamma500.77Leverage Ratio-0.0994Theta0.0008Rho94.56Eff Leverage0.0158Vega