1.16Open0.97Pre Close101 Volume137 Open Interest7.50Strike Price11.64KTurnover1357.29%IV3.32%PremiumJul 5, 2024Expiry Date0.88Intrinsic Value100Multiplier-1DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.8001Delta0.3084Gamma6.79Leverage Ratio-3.4232Theta0.0000Rho-5.43Eff Leverage0.0002Vega