0.45Open0.50Pre Close118 Volume310 Open Interest195.00Strike Price11.32KTurnover30.13%IV4.18%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.1805Delta0.0361Gamma268.46Leverage Ratio-0.1633Theta0.0055Rho48.44Eff Leverage0.0634Vega