37.28Open27.47Pre Close3 Volume3 Open Interest130.00Strike Price11.18KTurnover85.10%IV0.67%PremiumJul 19, 2024Expiry Date36.16Intrinsic Value100Multiplier6DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type0.9886Delta0.0016Gamma4.57Leverage Ratio-0.0557Theta0.0217Rho4.52Eff Leverage0.0065Vega