0.30Open0.29Pre Close256 Volume316 Open Interest43.00Strike Price11.26KTurnover136.14%IV-0.11%PremiumJul 5, 2024Expiry Date0.51Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8060Delta0.4586Gamma75.67Leverage Ratio-2.2232Theta0.0000Rho60.99Eff Leverage0.0012Vega