0.37Open0.40Pre Close293 Volume402 Open Interest11.50Strike Price11.34KTurnover44.63%IV0.18%PremiumSep 6, 2024Expiry Date0.31Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.7011Delta0.6402Gamma27.63Leverage Ratio-0.0217Theta-0.0009Rho-19.37Eff Leverage0.0042Vega