11.61Open19.85Pre Close1 Volume1 Open Interest272.50Strike Price1.16KTurnover16.17%IV0.14%PremiumJul 19, 2024Expiry Date11.22Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.9909Delta0.0050Gamma24.89Leverage Ratio-0.0494Theta0.0312Rho24.66Eff Leverage0.0076Vega