0.34Open0.27Pre Close87 Volume65 Open Interest3.50Strike Price11.64KTurnover390.58%IV15.91%PremiumSep 6, 2024Expiry Date1.15Intrinsic Value100Multiplier2DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type0.8772Delta0.1428Gamma3.62Leverage Ratio-0.0653Theta0.0002Rho3.17Eff Leverage0.0007Vega