5.53Open8.20Pre Close13 Volume111 Open Interest520.00Strike Price11.58KTurnover22.19%IV0.54%PremiumAug 2, 2024Expiry Date7.64Intrinsic Value100Multiplier4DDays to Expiry2.86Extrinsic Value100Contract SizeAmericanOptions Type0.7433Delta0.0258Gamma53.30Leverage Ratio-0.5595Theta0.0435Rho39.61Eff Leverage0.1812Vega