5.63Open5.74Pre Close20 Volume627 Open Interest12.00Strike Price11.26KTurnover337.95%IV10.78%PremiumJul 19, 2024Expiry Date4.86Intrinsic Value100Multiplier4DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type-0.8899Delta0.0720Gamma1.44Leverage Ratio-0.0518Theta-0.0011Rho-1.28Eff Leverage0.0015Vega