2.25Open2.20Pre Close45 Volume988 Open Interest270.00Strike Price11.45KTurnover8.62%IV0.83%PremiumJul 19, 2024Expiry Date0.71Intrinsic Value100Multiplier16DDays to Expiry2.24Extrinsic Value100Contract SizeAmericanOptions Type0.6108Delta0.0779Gamma100.26Leverage Ratio-0.0823Theta0.0724Rho61.24Eff Leverage0.2189Vega