4.60Open6.17Pre Close25 Volume634 Open Interest47.50Strike Price11.50KTurnover882.49%IV0.30%PremiumJul 26, 2024Expiry Date4.47Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.9328Delta0.0468Gamma9.46Leverage Ratio-8.9074Theta0.0000Rho-8.82Eff Leverage0.0004Vega
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