7.26Open6.70Pre Close18 Volume332 Open Interest160.00Strike Price11.21KTurnover24.85%IV0.14%PremiumAug 16, 2024Expiry Date6.56Intrinsic Value100Multiplier15DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.7797Delta0.0400Gamma21.02Leverage Ratio-0.0612Theta-0.0388Rho-16.39Eff Leverage0.0938Vega