0.01Open0.07Pre Close8.00K Volume10.96K Open Interest38.50Strike Price11.15KTurnover65.82%IV6.41%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0240Delta0.0503Gamma3619.00Leverage Ratio-0.0362Theta0.0000Rho86.80Eff Leverage0.0010Vega