11.60Open11.60Pre Close10 Volume0 Open Interest23.50Strike Price11.60KTurnover566.22%IV7.03%PremiumJul 26, 2024Expiry Date10.70Intrinsic Value100Multiplier4DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.7453Delta0.0402Gamma1.10Leverage Ratio-0.2851Theta-0.0023Rho-0.82Eff Leverage0.0045Vega