2.84Open1.20Pre Close40 Volume20 Open Interest44.50Strike Price11.30KTurnover41.45%IV0.45%PremiumJul 5, 2024Expiry Date2.59Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.9802Delta0.0366Gamma18.04Leverage Ratio-0.0158Theta0.0020Rho17.69Eff Leverage0.0015Vega