0.96Open1.03Pre Close127 Volume902 Open Interest71.00Strike Price11.39KTurnover26.46%IV1.01%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.4599Delta0.2178Gamma106.87Leverage Ratio-0.1101Theta-0.0029Rho-49.15Eff Leverage0.0274Vega