11.70Open12.10Pre Close1.17K Volume5.70K Open Interest170.00Strike Price1.62MTurnover271.03%IV0.21%PremiumJul 12, 2024Expiry Date11.61Intrinsic Value100Multiplier-1DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.9917Delta0.0045Gamma15.62Leverage Ratio-1.3458Theta0.0002Rho15.49Eff Leverage0.0004Vega