10.30Open8.20Pre Close11 Volume104 Open Interest245.00Strike Price11.59KTurnover28.79%IV1.41%PremiumJul 19, 2024Expiry Date9.26Intrinsic Value100Multiplier16DDays to Expiry3.59Extrinsic Value100Contract SizeAmericanOptions Type0.7511Delta0.0205Gamma20.84Leverage Ratio-0.1775Theta0.0800Rho15.65Eff Leverage0.1705Vega