5.35Open4.51Pre Close83.54K Volume764 Open Interest541.00Strike Price11.75MTurnover17.74%IV0.48%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.3907Delta0.1098Gamma743.67Leverage Ratio-1.4427Theta0.0028Rho290.58Eff Leverage0.0757Vega