5.69Open4.35Pre Close20 Volume98 Open Interest46.00Strike Price11.25KTurnover902.93%IV0.19%PremiumJul 5, 2024Expiry Date5.52Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9007Delta0.0371Gamma8.96Leverage Ratio-10.8302Theta0.0000Rho8.07Eff Leverage0.0009Vega