0.12Open0.12Pre Close623 Volume4.24K Open Interest32.50Strike Price11.37KTurnover17.94%IV1.02%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.4426Delta0.6148Gamma157.95Leverage Ratio-0.0321Theta0.0017Rho69.91Eff Leverage0.0141Vega