0.22Open0.22Pre Close433 Volume433 Open Interest55.00Strike Price11.10KTurnover25.93%IV3.35%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.1774Delta0.1639Gamma356.33Leverage Ratio-0.0444Theta0.0012Rho63.22Eff Leverage0.0159Vega