0.30Open0.22Pre Close96 Volume70 Open Interest133.00Strike Price11.55KTurnover19.14%IV1.13%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.4642Delta0.1469Gamma139.63Leverage Ratio-0.1471Theta0.0069Rho64.81Eff Leverage0.0562Vega