5.35Open4.51Pre Close80.20K Volume764 Open Interest541.00Strike Price11.52MTurnover17.87%IV0.55%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.4115Delta0.1102Gamma822.46Leverage Ratio-1.4725Theta0.0030Rho338.44Eff Leverage0.0769Vega