1.06Open0.95Pre Close102 Volume384 Open Interest19.50Strike Price11.22KTurnover52.25%IV0.27%PremiumJul 26, 2024Expiry Date1.06Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8562Delta0.2467Gamma16.46Leverage Ratio-0.0279Theta-0.0013Rho-14.10Eff Leverage0.0041Vega