5.31Open4.90Pre Close20 Volume1.69K Open Interest10.50Strike Price10.66KTurnover341.24%IV-6.21%PremiumNov 20, 2024Expiry Date6.40Intrinsic Value100Multiplier5DDays to Expiry0.00Extrinsic Value100Contract SizeEuropeanOptions Type0.9349Delta0.0205Gamma2.52Leverage Ratio-0.0959Theta0.0010Rho2.36Eff Leverage0.0023Vega