0.70Open12.70Pre Close798 Volume148 Open Interest75.00Strike Price11.29KTurnover51.13%IV25.80%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0426Delta0.0121Gamma477.60Leverage Ratio-0.0153Theta0.0015Rho20.36Eff Leverage0.0134Vega