0.71Open1.07Pre Close165 Volume6.12K Open Interest22.00Strike Price11.65KTurnover69.95%IV2.17%PremiumAug 16, 2024Expiry Date0.15Intrinsic Value100Multiplier3DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.5546Delta0.2451Gamma30.55Leverage Ratio-0.0881Theta0.0013Rho16.94Eff Leverage0.0091Vega