11.60Open11.89Pre Close3 Volume1.95K Open Interest34.00Strike Price3.48KTurnover169.91%IV1.36%PremiumJul 19, 2024Expiry Date10.99Intrinsic Value100Multiplier1DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type0.9974Delta0.0017Gamma4.09Leverage Ratio-0.0085Theta0.0012Rho4.08Eff Leverage0.0002Vega