0.02Open0.03Pre Close10.70K Volume91.40K Open Interest30.00Strike Price11.45KTurnover26.57%IV3.48%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0576Delta0.1879Gamma1933.33Leverage Ratio-0.0121Theta0.0001Rho111.37Eff Leverage0.0027Vega