2.13Open4.55Pre Close55 Volume154 Open Interest48.00Strike Price11.51KTurnover89.72%IV-0.44%PremiumJul 12, 2024Expiry Date2.21Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7319Delta0.0837Gamma17.31Leverage Ratio-0.2532Theta0.0026Rho12.67Eff Leverage0.0145Vega