5.35Open2.50Pre Close22 Volume11 Open Interest2270.00Strike Price11.53KTurnover130.51%IV27.90%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry4.70Extrinsic Value100Contract SizeAmericanOptions Type0.0581Delta0.0004Gamma286.85Leverage Ratio-2.9336Theta0.0125Rho16.68Eff Leverage0.2343Vega