0.93Open0.89Pre Close165 Volume425 Open Interest36.50Strike Price11.18KTurnover31.57%IV1.22%PremiumJul 19, 2024Expiry Date0.33Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.6191Delta0.3091Gamma53.77Leverage Ratio-0.0641Theta0.0025Rho33.29Eff Leverage0.0149Vega