11.20Open11.20Pre Close0 Volume0 Open Interest80.00Strike Price0.00Turnover109.63%IV0.30%PremiumJul 26, 2024Expiry Date10.99Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.8824Delta0.0244Gamma6.05Leverage Ratio-0.1720Theta-0.0069Rho-5.34Eff Leverage0.0147Vega