5.56Open5.80Pre Close18 Volume7 Open Interest230.00Strike Price10.54KTurnover261.20%IV0.32%PremiumJul 19, 2024Expiry Date5.43Intrinsic Value100Multiplier0DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type-0.8178Delta0.0453Gamma37.43Leverage Ratio-21.4142Theta-0.0002Rho-30.61Eff Leverage0.0059Vega