3.44Open2.31Pre Close27 Volume325 Open Interest135.00Strike Price11.54KTurnover36.36%IV1.85%PremiumJul 19, 2024Expiry Date1.96Intrinsic Value100Multiplier5DDays to Expiry2.54Extrinsic Value100Contract SizeAmericanOptions Type0.6435Delta0.0621Gamma38.58Leverage Ratio-0.2328Theta0.0123Rho24.83Eff Leverage0.0616Vega