10.95Open11.10Pre Close11 Volume6 Open Interest37.00Strike Price12.05KTurnover404.78%IV-0.77%PremiumJul 5, 2024Expiry Date11.15Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9693Delta0.0148Gamma2.31Leverage Ratio-0.1997Theta-0.0006Rho-2.24Eff Leverage0.0008Vega