0.50Open0.30Pre Close225 Volume2.25K Open Interest15.00Strike Price11.25KTurnover213.04%IV-0.69%PremiumJul 19, 2024Expiry Date0.60Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7264Delta0.3595Gamma19.20Leverage Ratio-0.4689Theta-0.0001Rho-13.95Eff Leverage0.0014Vega