1.91Open1.63Pre Close49 Volume1.96K Open Interest34.50Strike Price11.26KTurnover101.05%IV-0.50%PremiumJul 26, 2024Expiry Date2.80Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8859Delta0.0898Gamma10.89Leverage Ratio-0.0991Theta-0.0012Rho-9.65Eff Leverage0.0041Vega