0.37Open0.40Pre Close293 Volume402 Open Interest11.50Strike Price11.34KTurnover46.39%IV0.18%PremiumSep 6, 2024Expiry Date0.31Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.7016Delta0.6404Gamma27.63Leverage Ratio-0.0236Theta-0.0008Rho-19.38Eff Leverage0.0041Vega