5.70Open6.05Pre Close18 Volume721 Open Interest34.00Strike Price10.02KTurnover80.56%IV0.90%PremiumOct 11, 2024Expiry Date5.10Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.9593Delta0.0259Gamma7.56Leverage Ratio-0.0353Theta0.0037Rho7.25Eff Leverage0.0037Vega