11.60Open11.89Pre Close3 Volume1.95K Open Interest34.00Strike Price3.48KTurnover201.08%IV1.97%PremiumJul 19, 2024Expiry Date10.72Intrinsic Value100Multiplier1DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.9884Delta0.0055Gamma4.18Leverage Ratio-0.0281Theta0.0013Rho4.13Eff Leverage0.0008Vega