5.53Open8.20Pre Close13 Volume111 Open Interest520.00Strike Price11.58KTurnover22.31%IV0.54%PremiumAug 2, 2024Expiry Date7.64Intrinsic Value100Multiplier4DDays to Expiry2.86Extrinsic Value100Contract SizeAmericanOptions Type0.7431Delta0.0258Gamma53.30Leverage Ratio-0.5654Theta0.0430Rho39.60Eff Leverage0.1804Vega