0.37Open0.35Pre Close387 Volume250 Open Interest6.50Strike Price11.55KTurnover142.05%IV11.62%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.2385Delta0.2927Gamma44.63Leverage Ratio-0.0426Theta-0.0002Rho-10.64Eff Leverage0.0023Vega