5.35Open2.50Pre Close22 Volume2 Open Interest2270.00Strike Price11.53KTurnover129.03%IV27.90%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry4.70Extrinsic Value100Contract SizeAmericanOptions Type0.0581Delta0.0004Gamma286.85Leverage Ratio-2.8761Theta0.0128Rho16.68Eff Leverage0.2370Vega