0.55Open0.66Pre Close201 Volume1.59K Open Interest26.00Strike Price11.04KTurnover36.03%IV0.06%PremiumJul 31, 2024Expiry Date0.43Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.7589Delta0.5184Gamma50.64Leverage Ratio-0.0607Theta-0.0007Rho-38.43Eff Leverage0.0052Vega