1.55Open2.25Pre Close105 Volume790 Open Interest14.00Strike Price11.30KTurnover88.64%IV3.59%PremiumAug 16, 2024Expiry Date0.36Intrinsic Value100Multiplier5DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.5690Delta0.2608Gamma17.05Leverage Ratio-0.0534Theta-0.0012Rho-9.70Eff Leverage0.0067Vega