7.20Open6.45Pre Close62 Volume62 Open Interest440.00Strike Price11.34KTurnover15.78%IV0.13%PremiumJul 26, 2024Expiry Date1.82Intrinsic Value100Multiplier0DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.7916Delta0.1309Gamma212.71Leverage Ratio-0.8115Theta-0.0031Rho-168.38Eff Leverage0.0401Vega