17.27Open23.58Pre Close47.03K Volume367 Open Interest5455.00Strike Price11.56MTurnover4.93%IV0.34%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0164Delta0.0048Gamma108728.60Leverage Ratio-0.4828Theta0.0009Rho1778.27Eff Leverage0.0706Vega