37.56Open35.29Pre Close3 Volume33 Open Interest80.00Strike Price11.37KTurnover403.84%IV1.26%PremiumJul 26, 2024Expiry Date37.52Intrinsic Value100Multiplier1DDays to Expiry1.48Extrinsic Value100Contract SizeAmericanOptions Type0.9535Delta0.0033Gamma3.08Leverage Ratio-0.6210Theta0.0028Rho2.94Eff Leverage0.0070Vega