0.23Open0.18Pre Close403 Volume1.60K Open Interest42.00Strike Price11.28KTurnover16.90%IV0.68%PremiumJul 26, 2024Expiry Date0.03Intrinsic Value100Multiplier1DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.4312Delta0.8405Gamma215.26Leverage Ratio-0.0693Theta-0.0007Rho-92.81Eff Leverage0.0109Vega