0.66Open0.44Pre Close168 Volume540 Open Interest13.00Strike Price11.42KTurnover163.57%IV2.81%PremiumJul 19, 2024Expiry Date0.39Intrinsic Value100Multiplier1DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.6066Delta0.2729Gamma17.86Leverage Ratio-0.2204Theta0.0003Rho10.83Eff Leverage0.0033Vega