0.09Open0.11Pre Close1.27K Volume1.57K Open Interest48.00Strike Price11.47KTurnover31.60%IV4.00%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1255Delta0.1410Gamma513.78Leverage Ratio-0.0403Theta0.0006Rho64.47Eff Leverage0.0096Vega