11.80Open11.80Pre Close0 Volume50 Open Interest242.50Strike Price0.00Turnover25.04%IV0.45%PremiumJul 19, 2024Expiry Date10.67Intrinsic Value100Multiplier4DDays to Expiry1.13Extrinsic Value100Contract SizeAmericanOptions Type0.9513Delta0.0150Gamma23.12Leverage Ratio-0.1065Theta0.0258Rho21.99Eff Leverage0.0271Vega