5.20Open5.20Pre Close26 Volume10 Open Interest197.00Strike Price10.79KTurnover20.56%IV1.33%PremiumOct 18, 2024Expiry Date1.06Intrinsic Value100Multiplier16DDays to Expiry2.64Extrinsic Value100Contract SizeAmericanOptions Type0.5771Delta0.0451Gamma46.60Leverage Ratio-0.1185Theta0.0501Rho26.89Eff Leverage0.1654Vega