5.80Open7.00Pre Close23 Volume697 Open Interest220.00Strike Price11.83KTurnover225.10%IV-0.71%PremiumJul 19, 2024Expiry Date6.40Intrinsic Value100Multiplier-2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8989Delta0.0344Gamma34.05Leverage Ratio-12.0749Theta0.0002Rho30.60Eff Leverage0.0040Vega