11.85Open11.85Pre Close0 Volume4 Open Interest47.00Strike Price0.00Turnover222.67%IV2.45%PremiumAug 2, 2024Expiry Date10.44Intrinsic Value100Multiplier2DDays to Expiry1.41Extrinsic Value100Contract SizeAmericanOptions Type0.8726Delta0.0188Gamma5.12Leverage Ratio-0.4169Theta0.0029Rho4.47Eff Leverage0.0104Vega