0.96Open1.43Pre Close112 Volume14.75K Open Interest45.00Strike Price11.08KTurnover25.65%IV1.70%PremiumAug 16, 2024Expiry Date0.32Intrinsic Value100Multiplier17DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type-0.5623Delta0.1603Gamma39.72Leverage Ratio-0.0252Theta-0.0104Rho-22.33Eff Leverage0.0383Vega