5.35Open4.51Pre Close80.70K Volume764 Open Interest541.00Strike Price11.55MTurnover17.87%IV0.56%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.4115Delta0.1102Gamma835.06Leverage Ratio-1.4725Theta0.0030Rho343.62Eff Leverage0.0769Vega