37.28Open27.47Pre Close3 Volume3 Open Interest130.00Strike Price11.18KTurnover83.88%IV0.67%PremiumJul 19, 2024Expiry Date36.16Intrinsic Value100Multiplier6DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type0.9889Delta0.0016Gamma4.57Leverage Ratio-0.0541Theta0.0222Rho4.52Eff Leverage0.0064Vega