0.10Open0.11Pre Close1.79K Volume30.69K Open Interest205.00Strike Price11.65KTurnover44.86%IV7.98%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0151Delta0.0046Gamma4949.78Leverage Ratio-0.0396Theta-0.0002Rho-74.73Eff Leverage0.0070Vega