37.56Open35.29Pre Close3 Volume33 Open Interest80.00Strike Price11.37KTurnover403.01%IV0.46%PremiumJul 26, 2024Expiry Date38.46Intrinsic Value100Multiplier1DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.9535Delta0.0033Gamma3.04Leverage Ratio-0.6206Theta0.0028Rho2.90Eff Leverage0.0070Vega