5.80Open6.70Pre Close17 Volume63 Open Interest292.50Strike Price10.54KTurnover19.34%IV0.20%PremiumJul 26, 2024Expiry Date5.65Intrinsic Value100Multiplier2DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.9004Delta0.0376Gamma50.97Leverage Ratio-0.1927Theta0.0171Rho45.89Eff Leverage0.0421Vega