0.07Open0.10Pre Close821 Volume145 Open Interest4.00Strike Price11.24KTurnover115.85%IV9.52%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.3707Delta0.7156Gamma30.24Leverage Ratio-0.0198Theta0.0002Rho11.21Eff Leverage0.0017Vega