0.35Open0.39Pre Close361 Volume927 Open Interest9.00Strike Price11.03KTurnover146.51%IV0.66%PremiumJul 19, 2024Expiry Date0.14Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8557Delta1.6964Gamma60.93Leverage Ratio-0.4162Theta0.0000Rho52.14Eff Leverage0.0002Vega