0.96Open1.03Pre Close127 Volume902 Open Interest71.00Strike Price11.39KTurnover26.18%IV1.03%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.4816Delta0.2212Gamma107.70Leverage Ratio-0.1090Theta-0.0030Rho-51.87Eff Leverage0.0275Vega