11.60Open11.60Pre Close10 Volume0 Open Interest23.50Strike Price11.60KTurnover557.99%IV7.68%PremiumJul 26, 2024Expiry Date10.61Intrinsic Value100Multiplier4DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type-0.7484Delta0.0402Gamma1.11Leverage Ratio-0.2759Theta-0.0023Rho-0.83Eff Leverage0.0045Vega