0.34Open0.67Pre Close444 Volume723 Open Interest26.50Strike Price11.41KTurnover39.92%IV2.31%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.3651Delta0.3321Gamma92.59Leverage Ratio-0.0541Theta-0.0010Rho-33.80Eff Leverage0.0107Vega