3.40Open2.50Pre Close29 Volume47 Open Interest60.00Strike Price11.13KTurnover48.08%IV2.70%PremiumAug 16, 2024Expiry Date3.00Intrinsic Value100Multiplier24DDays to Expiry1.70Extrinsic Value100Contract SizeAmericanOptions Type0.6858Delta0.0455Gamma12.86Leverage Ratio-0.0632Theta0.0254Rho8.82Eff Leverage0.0576Vega