2.20Open2.11Pre Close53 Volume1.19K Open Interest40.00Strike Price11.63KTurnover60.36%IV0.38%PremiumJul 19, 2024Expiry Date2.05Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.8974Delta0.1092Gamma20.27Leverage Ratio-0.0813Theta0.0015Rho18.19Eff Leverage0.0049Vega