11.80Open11.80Pre Close0 Volume10 Open Interest17.00Strike Price0.00Turnover401.19%IV0.21%PremiumJul 19, 2024Expiry Date11.74Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9248Delta0.0115Gamma2.35Leverage Ratio-0.2034Theta0.0016Rho2.17Eff Leverage0.0044Vega