11.80Open11.80Pre Close0 Volume20 Open Interest590.00Strike Price0.00Turnover25.23%IV0.82%PremiumJul 26, 2024Expiry Date7.00Intrinsic Value100Multiplier4DDays to Expiry4.80Extrinsic Value100Contract SizeAmericanOptions Type-0.6602Delta0.0236Gamma57.16Leverage Ratio-0.6777Theta-0.0384Rho-37.74Eff Leverage0.2276Vega