11.61Open19.85Pre Close1 Volume1 Open Interest272.50Strike Price1.16KTurnover16.04%IV0.14%PremiumJul 19, 2024Expiry Date11.22Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.9913Delta0.0048Gamma24.89Leverage Ratio-0.0489Theta0.0314Rho24.67Eff Leverage0.0073Vega