11.45Open12.11Pre Close1 Volume121 Open Interest60.00Strike Price1.15KTurnover87.98%IV0.18%PremiumJul 12, 2024Expiry Date11.32Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9860Delta0.0062Gamma6.27Leverage Ratio-0.0318Theta0.0049Rho6.18Eff Leverage0.0023Vega