3.40Open2.50Pre Close29 Volume47 Open Interest60.00Strike Price11.13KTurnover48.51%IV2.70%PremiumAug 16, 2024Expiry Date3.00Intrinsic Value100Multiplier23DDays to Expiry1.70Extrinsic Value100Contract SizeAmericanOptions Type0.6855Delta0.0455Gamma12.86Leverage Ratio-0.0642Theta0.0250Rho8.81Eff Leverage0.0571Vega