8.96Open9.75Pre Close13 Volume96 Open Interest84.00Strike Price11.66KTurnover484.70%IV0.05%PremiumJul 19, 2024Expiry Date8.92Intrinsic Value100Multiplier-2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9822Delta0.0097Gamma10.38Leverage Ratio-2.4824Theta0.0001Rho10.20Eff Leverage0.0004Vega