11.60Open10.80Pre Close1 Volume22 Open Interest162.50Strike Price1.16KTurnover50.71%IV0.51%PremiumJul 26, 2024Expiry Date10.71Intrinsic Value100Multiplier3DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type0.9069Delta0.0197Gamma15.64Leverage Ratio-0.2149Theta0.0136Rho14.18Eff Leverage0.0278Vega