0.69Open0.54Pre Close164 Volume1.11K Open Interest143.00Strike Price11.25KTurnover30.42%IV2.54%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.2676Delta0.0767Gamma203.14Leverage Ratio-0.2037Theta0.0037Rho54.36Eff Leverage0.0464Vega