5.50Open2.70Pre Close16 Volume612 Open Interest540.00Strike Price11.50KTurnover20.16%IV1.55%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry6.26Extrinsic Value100Contract SizeAmericanOptions Type0.4631Delta0.0269Gamma104.45Leverage Ratio-0.4844Theta0.0453Rho48.36Eff Leverage0.2913Vega