0.06Open0.16Pre Close1.99K Volume3.27K Open Interest32.50Strike Price11.11KTurnover44.22%IV2.92%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.2377Delta0.3406Gamma421.93Leverage Ratio-0.0981Theta0.0003Rho100.30Eff Leverage0.0063Vega