0.05Open0.15Pre Close1.64K Volume1.87K Open Interest5295.00Strike Price11.02KTurnover28.59%IV2.52%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0030Delta0.0002Gamma108633.80Leverage Ratio-0.5636Theta-0.0002Rho-330.34Eff Leverage0.0176Vega