0.96Open1.03Pre Close127 Volume902 Open Interest71.00Strike Price11.39KTurnover26.33%IV1.05%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.4565Delta0.2185Gamma107.72Leverage Ratio-0.1094Theta-0.0028Rho-49.17Eff Leverage0.0274Vega