11.61Open11.61Pre Close0 Volume1 Open Interest165.00Strike Price0.00Turnover29.55%IV6.93%PremiumAug 16, 2024Expiry Date0.16Intrinsic Value100Multiplier21DDays to Expiry11.45Extrinsic Value100Contract SizeAmericanOptions Type0.5370Delta0.0333Gamma32.38Leverage Ratio-0.1217Theta0.0501Rho17.39Eff Leverage0.1606Vega