6.10Open5.85Pre Close20 Volume5 Open Interest23.00Strike Price11.75KTurnover267.09%IV-0.75%PremiumJul 26, 2024Expiry Date5.78Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8024Delta0.0557Gamma2.76Leverage Ratio-0.1578Theta-0.0021Rho-2.21Eff Leverage0.0052Vega