6.15Open9.05Pre Close20 Volume194 Open Interest230.00Strike Price10.65KTurnover24.98%IV0.48%PremiumJul 26, 2024Expiry Date4.02Intrinsic Value100Multiplier4DDays to Expiry1.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7448Delta0.0530Gamma46.12Leverage Ratio-0.2117Theta-0.0169Rho-34.35Eff Leverage0.0793Vega