0.46Open0.51Pre Close322 Volume800 Open Interest60.00Strike Price11.64KTurnover32.48%IV3.26%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.2167Delta0.1458Gamma238.08Leverage Ratio-0.0746Theta0.0014Rho51.58Eff Leverage0.0182Vega