0.61Open0.54Pre Close188 Volume13.41K Open Interest26.50Strike Price11.54KTurnover653.33%IV-0.23%PremiumJul 19, 2024Expiry Date0.68Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.6437Delta0.2227Gamma24.13Leverage Ratio-8.8686Theta0.0000Rho-15.53Eff Leverage0.0010Vega