0.39Open0.43Pre Close357 Volume4.95K Open Interest5.50Strike Price11.66KTurnover98.42%IV1.69%PremiumAug 2, 2024Expiry Date0.19Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6409Delta0.8578Gamma18.96Leverage Ratio-0.0349Theta-0.0002Rho-12.15Eff Leverage0.0017Vega