11.60Open11.60Pre Close0 Volume1 Open Interest44.00Strike Price0.00Turnover3417.27%IV-3.35%PremiumJul 26, 2024Expiry Date12.65Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8904Delta0.0239Gamma2.41Leverage Ratio-36.7144Theta0.0000Rho-2.14Eff Leverage0.0004Vega