5.80Open6.70Pre Close17 Volume63 Open Interest292.50Strike Price10.54KTurnover19.34%IV0.36%PremiumJul 26, 2024Expiry Date5.18Intrinsic Value100Multiplier2DDays to Expiry1.07Extrinsic Value100Contract SizeAmericanOptions Type0.9004Delta0.0376Gamma47.63Leverage Ratio-0.1927Theta0.0171Rho42.89Eff Leverage0.0421Vega