1.15Open2.55Pre Close101 Volume102 Open Interest8.00Strike Price11.61KTurnover108.32%IV0.33%PremiumJul 26, 2024Expiry Date1.09Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8660Delta0.1936Gamma7.74Leverage Ratio-0.0264Theta0.0009Rho6.70Eff Leverage0.0022Vega