11.40Open4.54Pre Close10 Volume19 Open Interest75.00Strike Price11.40KTurnover59.32%IV-0.61%PremiumJul 19, 2024Expiry Date11.93Intrinsic Value100Multiplier7DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9584Delta0.0116Gamma7.15Leverage Ratio-0.0500Theta0.0157Rho6.86Eff Leverage0.0115Vega