3.18Open4.35Pre Close70.99K Volume682 Open Interest462.00Strike Price11.44MTurnover26.23%IV0.82%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0162Delta0.0233Gamma45827.00Leverage Ratio-0.4201Theta0.0000Rho740.65Eff Leverage0.0027Vega