21.83Open22.54Pre Close6 Volume1.27K Open Interest235.00Strike Price11.64KTurnover81.56%IV-0.23%PremiumJul 19, 2024Expiry Date20.54Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9585Delta0.0071Gamma12.29Leverage Ratio-0.2486Theta0.0081Rho11.78Eff Leverage0.0137Vega