11.50Open8.60Pre Close19 Volume77 Open Interest245.00Strike Price19.64KTurnover231.50%IV-1.08%PremiumJul 12, 2024Expiry Date11.76Intrinsic Value100Multiplier-2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9797Delta0.0088Gamma19.77Leverage Ratio-3.1875Theta-0.0002Rho-19.37Eff Leverage0.0012Vega