2.87Open2.80Pre Close37 Volume534 Open Interest8.50Strike Price11.51KTurnover144.70%IV-1.17%PremiumJul 19, 2024Expiry Date3.49Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9941Delta0.0098Gamma3.43Leverage Ratio-0.0039Theta0.0008Rho3.40Eff Leverage0.0002Vega