2.13Open1.37Pre Close56 Volume399 Open Interest25.00Strike Price11.46KTurnover53.01%IV0.34%PremiumJul 26, 2024Expiry Date1.85Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9075Delta0.1113Gamma13.91Leverage Ratio-0.0325Theta0.0025Rho12.62Eff Leverage0.0047Vega