12.60Open18.70Pre Close9.64K Volume950 Open Interest5595.00Strike Price11.03MTurnover11.45%IV0.02%PremiumJul 18, 2024Expiry Date34.20Intrinsic Value100Multiplier0DDays to Expiry1.03Extrinsic Value100Contract SizeEuropeanOptions Type-0.9317Delta0.0053Gamma159.34Leverage Ratio-2.1911Theta-0.0797Rho-148.46Eff Leverage0.2861Vega