11.60Open11.60Pre Close0 Volume0 Open Interest35.00Strike Price0.00Turnover127.40%IV6.25%PremiumJul 19, 2024Expiry Date10.04Intrinsic Value100Multiplier16DDays to Expiry1.56Extrinsic Value100Contract SizeAmericanOptions Type-0.8642Delta0.0329Gamma2.40Leverage Ratio-0.0403Theta-0.0108Rho-2.07Eff Leverage0.0117Vega