0.68Open0.71Pre Close187 Volume279 Open Interest16.50Strike Price11.08KTurnover210.05%IV18.63%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2965Delta0.1106Gamma27.30Leverage Ratio-0.1432Theta0.0004Rho8.09Eff Leverage0.0051Vega