5.90Open7.15Pre Close15 Volume1.30K Open Interest105.00Strike Price10.52KTurnover23.81%IV3.00%PremiumAug 16, 2024Expiry Date3.49Intrinsic Value100Multiplier21DDays to Expiry3.26Extrinsic Value100Contract SizeAmericanOptions Type0.7396Delta0.0512Gamma22.37Leverage Ratio-0.0579Theta0.0455Rho16.54Eff Leverage0.0865Vega