1.15Open1.15Pre Close101 Volume819 Open Interest25.00Strike Price11.55KTurnover107.38%IV12.83%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.3999Delta0.0820Gamma19.35Leverage Ratio-0.0722Theta0.0029Rho7.74Eff Leverage0.0169Vega