10.80Open6.20Pre Close5 Volume110 Open Interest57.12Strike Price5.40KTurnover90.89%IV0.13%PremiumJul 19, 2024Expiry Date10.72Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9627Delta0.0121Gamma6.28Leverage Ratio-0.0627Theta0.0065Rho6.05Eff Leverage0.0060Vega