0.78Open0.79Pre Close125 Volume921 Open Interest23.00Strike Price11.14KTurnover53.66%IV0.77%PremiumJul 12, 2024Expiry Date0.83Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.7283Delta0.2538Gamma21.42Leverage Ratio-0.0482Theta-0.0018Rho-15.60Eff Leverage0.0081Vega