5.80Open6.70Pre Close17 Volume63 Open Interest292.50Strike Price10.54KTurnover19.34%IV0.16%PremiumJul 26, 2024Expiry Date5.78Intrinsic Value100Multiplier2DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.9004Delta0.0376Gamma48.90Leverage Ratio-0.1927Theta0.0171Rho44.03Eff Leverage0.0421Vega