10.70Open11.60Pre Close5 Volume65 Open Interest170.00Strike Price5.35KTurnover43.88%IV1.67%PremiumNov 15, 2024Expiry Date8.00Intrinsic Value100Multiplier22DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type-0.6438Delta0.0213Gamma13.91Leverage Ratio-0.1350Theta-0.0600Rho-8.95Eff Leverage0.1502Vega