0.96Open1.03Pre Close127 Volume902 Open Interest71.00Strike Price11.39KTurnover26.02%IV1.02%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.4483Delta0.2207Gamma105.30Leverage Ratio-0.1080Theta-0.0028Rho-47.21Eff Leverage0.0273Vega