0.53Open1.10Pre Close222 Volume308 Open Interest13.00Strike Price11.71KTurnover112.33%IV0.07%PremiumJul 31, 2024Expiry Date0.54Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9388Delta0.3360Gamma24.62Leverage Ratio-0.1044Theta0.0001Rho23.11Eff Leverage0.0004Vega