0.11Open0.43Pre Close1.31K Volume2.76K Open Interest93.00Strike Price11.30KTurnover14.46%IV1.22%PremiumJul 17, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0899Delta0.1938Gamma2688.71Leverage Ratio-0.0342Theta-0.0003Rho-241.61Eff Leverage0.0094Vega